scientific article
From MaRDI portal
Publication:3160522
zbMath1120.91016MaRDI QIDQ3160522
Publication date: 9 February 2005
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (3)
Option-based risk management of a bond portfolio under regime switching interest rates ⋮ Discrete-time implementation of continuous-time filters with application to regime-switching dynamics estimation ⋮ Explicit solutions to European options in a regime-switching economy
This page was built for publication:
