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  • Search: subject:"Markov modulated process"
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Counting process 1 Markov chain 1 Markov modulated process 1 Markov-Kette 1 Regime switching 1 Theorie 1 Theory 1
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Aufsatz im Buch 1 Book section 1 Conference paper 1 Konferenzbeitrag 1
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English 1
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Mandjes, Michel 1 Spreij, Peter 1
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein 1
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ECONIS (ZBW) 1
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Explicit computations for some Markov modulated counting processes
Mandjes, Michel; Spreij, Peter - In: Advanced modelling in mathematical finance : in honour …, (pp. 63-89). 2016
Persistent link: https://www.econbiz.de/10011800337
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