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Gamma-driven markov processes and extensions with application to realized volatility
Mendes, Fernanda G. B., (2025)
Closed-form approximations of moments and densities of continuous-time Markov models
Kristensen, Dennis, (2024)
The effect of fat tails on rules for optimal pairs trading : performance implications of regime switching with poisson events
García-Risueño, Pablo, (2025)
Parametric continuity of stationary distributions
Cuong Le Van, (2004)
Equivalent conditions for irreducibility of discrete time Markov chains
Optimal growth models without discounted return
Cuong Le Van, (2006)