Random Motions in Markov and Semi‐Markov Random Environments 2
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10

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Published By Wiley

9781786307064, 9781119808152

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References

Random Motions in Markov and Semi‐Markov Random Environments 2 ◽

10.1002/9781119808152.refs ◽

2021 ◽

pp. 177-189

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Index

Random Motions in Markov and Semi‐Markov Random Environments 2 ◽

10.1002/9781119808152.index ◽

2021 ◽

pp. 191-191

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Modeling and Pricing of Variance, Volatility, Covariance and Correlation Swaps for Financial Markets with Semi‐Markov Volatilities

Random Motions in Markov and Semi‐Markov Random Environments 2 ◽

10.1002/9781119808152.ch5 ◽

2021 ◽

pp. 143-175

Keyword(s):

Financial Markets

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Random Motions in Higher Dimensions

Random Motions in Markov and Semi‐Markov Random Environments 2 ◽

10.1002/9781119808152.ch1 ◽

2021 ◽

pp. 1-65

Keyword(s):

Higher Dimensions ◽

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Front Matter

Random Motions in Markov and Semi‐Markov Random Environments 2 ◽

10.1002/9781119808152.fmatter ◽

2021 ◽

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Summary of Volume 1

Random Motions in Markov and Semi‐Markov Random Environments 2 ◽

10.1002/9781119808152.oth1 ◽

2021 ◽

pp. 193-196

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Variance, Volatility, Covariance and Correlation Swaps for Financial Markets with Markov‐modulated Volatilities

Random Motions in Markov and Semi‐Markov Random Environments 2 ◽

10.1002/9781119808152.ch4 ◽

2021 ◽

pp. 111-141

Keyword(s):

Financial Markets ◽

Markov Modulated

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System of Interactive Particles with Markov and Semi‐Markov Switching

Random Motions in Markov and Semi‐Markov Random Environments 2 ◽

10.1002/9781119808152.ch2 ◽

2021 ◽

pp. 67-97

Keyword(s):

Markov Switching

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Other titles from iSTE in Mathematics and Statistics

Random Motions in Markov and Semi‐Markov Random Environments 2 ◽

10.1002/9781119808152.oth2 ◽

2021 ◽

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Asymptotic Estimation for Application of the Telegraph Process as an Alternative to the Diffusion Process in the Black–Scholes Formula

Random Motions in Markov and Semi‐Markov Random Environments 2 ◽

10.1002/9781119808152.ch3 ◽

2021 ◽

pp. 99-109

Keyword(s):

Diffusion Process ◽

Telegraph Process ◽

Asymptotic Estimation ◽

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