Some explicit expressions for GBM with Markovian switching and parameter estimations (Q6118234)
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scientific article; zbMATH DE number 7808589
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some explicit expressions for GBM with Markovian switching and parameter estimations |
scientific article; zbMATH DE number 7808589 |
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Some explicit expressions for GBM with Markovian switching and parameter estimations (English)
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23 February 2024
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geometric Brownian motion
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Markovian switching
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mean exit time
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parameter estimations
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