On a continuous time stock price model with regime switching, delay, and threshold (Q5245906)
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scientific article; zbMATH DE number 6425913
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a continuous time stock price model with regime switching, delay, and threshold |
scientific article; zbMATH DE number 6425913 |
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On a continuous time stock price model with regime switching, delay, and threshold (English)
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16 April 2015
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stock price model
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option pricing
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consistent estimator
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continuous processes
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delay
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regime switching
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threshold
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