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Transition probabilities in a problem of stochastic process switching - MaRDI portal

Transition probabilities in a problem of stochastic process switching (Q435792)

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scientific article; zbMATH DE number 6055074
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Transition probabilities in a problem of stochastic process switching
scientific article; zbMATH DE number 6055074

    Statements

    Transition probabilities in a problem of stochastic process switching (English)
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    12 July 2012
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    absorption
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    derivative pricing
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    maximum likelihood estimation
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    stochastic process switching
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    transition probability
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    Identifiers