An integration by parts formula in a Markovian regime switching model and application to sensitivity analysis (Q4588301)
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scientific article; zbMATH DE number 6802185
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An integration by parts formula in a Markovian regime switching model and application to sensitivity analysis |
scientific article; zbMATH DE number 6802185 |
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An integration by parts formula in a Markovian regime switching model and application to sensitivity analysis (English)
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2 November 2017
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integration by parts
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Markov chains
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regime switching
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sensitivity analysis
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