Explicit computations for some Markov modulated counting processes
Michel Mandjes and Peter Spreij
| Year of publication: |
[2016]
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|---|---|
| Authors: | Mandjes, Michel ; Spreij, Peter |
| Published in: |
Advanced modelling in mathematical finance : in honour of Ernst Eberlein. - Cham : Springer Verlag, ISBN 978-3-319-45873-1. - 2016, p. 63-89
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| Subject: | Counting process | Markov chain | Markov modulated process | Regime switching | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Markov-Kette |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-319-45875-5_3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011800337