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Propagation of chaos and conditional McKean-Vlasov SDEs with regime-switching
Frontiers of Mathematics in China
◽
10.1007/s11464-021-0960-3
◽
2021
◽
Author(s):
Jinghai Shao
◽
Dong Wei
Keyword(s):
Regime Switching
◽
Propagation Of Chaos
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Research of market interest rates of the SHIBOR based on regime switching model
JOURNAL OF SHENZHEN UNIVERSITY SCIENCE AND ENGINEERING
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◽
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Stochastic Navier-Stokes Equations. Propagation of Chaos and Statistical Moments
10.21236/ada413558
◽
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◽
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A combined regime-switching and Black–Litterman model for optimal asset allocation
The Journal of Investment Strategies
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10.21314/jois.2015.052
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◽
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◽
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Edwin O. Fischer
◽
Michael Murg
Keyword(s):
Asset Allocation
◽
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Pricing and Evaluating a Bond Portfolio Using a Regime Switching Markov Model
SSRN Electronic Journal
◽
10.2139/ssrn.1092042
◽
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◽
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◽
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◽
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◽
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A Regime Switching Long Memory Model for Electricity Prices
SSRN Electronic Journal
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10.2139/ssrn.1147547
◽
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◽
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◽
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Long Memory
◽
Regime Switching
◽
Memory Model
◽
Electricity Prices
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Investment under Ambiguity and Regime-Switching Environment
SSRN Electronic Journal
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10.2139/ssrn.1424604
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Regime Switching Fractional Cointegration and Futures Hedging
SSRN Electronic Journal
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10.2139/ssrn.1536362
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Hsiang-Tai Lee
Keyword(s):
Regime Switching
◽
Fractional Cointegration
◽
Futures Hedging
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Regime-Switching and Long Memory in Systematic Risk: Evidence from Realized Betas of Industry Portfolios
SSRN Electronic Journal
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10.2139/ssrn.1745506
◽
2011
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Cited By ~ 1
Author(s):
Kam Fong Chan
◽
Robert G. Bowman
◽
Gillian Lawrence
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Long Memory
◽
Regime Switching
◽
Systematic Risk
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Regime-Switching of Electricity Prices: Evidence from the PJM Market
SSRN Electronic Journal
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10.2139/ssrn.2137018
◽
2012
◽
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◽
David B. Colwell
◽
Ramaprasad Bhar
Keyword(s):
Regime Switching
◽
Electricity Prices
Download Full-text
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