Markov switching affine processes and applications to pricing

Open Access
Authors
Publication date 2014
Host editors
  • M. Vanmaele
  • G. Deelstra
  • A. De Schepper
  • J. Dhaene
  • W. Schoutens
  • S. Vanduffel
  • D. Vyncke
Book title Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance: February 6-7, 2014
ISBN
  • 9789065691354
Event Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance
Pages (from-to) 97-102
Publisher Brussel, België: Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten
Organisations
  • Faculty of Science (FNWI) - Korteweg-de Vries Institute for Mathematics (KdVI)
Document type Conference contribution
Language English
Published at http://www.afmathconf.ugent.be/FormerEditions/Proceedings2014.pdf
Downloads
Markov switching (Final published version)
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