Author: Francq Christian Zakoïan Jean-Michel
Publisher: Edp Sciences
E-ISSN: 1262-3318|6|issue|259-270
ISSN: 1292-8100
Source: ESAIM: Probability and Statistics, Vol.6, Iss.issue, 2010-03, pp. : 259-270
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Linear diffusion with stationary switching regime
By Guyon Xavier Iovleff Serge Yao Jian-Feng
ESAIM: Probability and Statistics, Vol. 8, Iss. issue, 2010-03 ,pp. :
Asymptotic properties of autoregressive regime-switching models
By Olteanu Madalina Rynkiewicz Joseph
ESAIM: Probability and Statistics, Vol. 16, Iss. issue, 2012-03 ,pp. :
On the Optimal Dividend Strategy in a Regime-Switching Diffusion Model
Advances in Applied Probability, Vol. 44, Iss. 3, 2012-09 ,pp. :