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Convergence, boundedness, and ergodicity of regime-switching diffusion processes with infinite memory 期刊论文
FRONTIERS OF MATHEMATICS IN CHINA, 2021, 卷号: 16, 期号: 2, 页码: 499-523
作者:  Li, Jun;  Xi, Fubao
收藏  |  浏览/下载：11/0  |  提交时间：2021/10/14
Time-Inconsistent Stochastic LQ Problem with Regime Switching 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 22
作者:  Si, Binbin;  Ni, Yuan-Hua;  Zhang, Ji-Feng
收藏  |  浏览/下载：13/0  |  提交时间：2020/09/23
Portfolio Selection Based on Bayesian Theory 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2019, 卷号: 2019, 页码: 11
作者:  Zhao, Daping;  Fang, Yong;  Zhang, Chaoliang;  Wang, Zongrun
收藏  |  浏览/下载：13/0  |  提交时间：2020/05/24
Option pricing based on a regime switching dividend process 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019
作者:  Yan, HuaHui;  Chen, Qihong;  Shu, HuiSheng
收藏  |  浏览/下载：24/0  |  提交时间：2019/08/22
Real options under a double exponential jump-diffusion model with regime switching and partial information 期刊论文
QUANTITATIVE FINANCE, 2019, 卷号: 19, 期号: 6, 页码: 1061-1073
作者:  Luo, Pengfei;  Xiong, Jie;  Yang, Jinqiang;  Yang, Zhaojun
收藏  |  浏览/下载：24/0  |  提交时间：2019/08/22
Regime switching effect of financial development on energy intensity: Evidence from Markov-switching vector error correction model 期刊论文
Energy Policy, 2019, 卷号: 135
作者:  Pan, Xiongfeng;  Uddin, Md. Kamal;  Saima, Umme;  Guo, Shucen;  Guo, Ranran
收藏  |  浏览/下载：7/0  |  提交时间：2019/12/02
Asymmetric effects of oil price shocks on stock returns: evidence from a two-stage Markov regime-switching approach 期刊论文
APPLIED ECONOMICS, 2017, 卷号: 49, 页码: 2491-2507
作者:  Zhu, Huiming;  Su, Xianfang;  You, Wanhai;  Ren, Yinghua
收藏  |  浏览/下载：2/0  |  提交时间：2019/11/21
半马氏市道轮换利率期限结构模型——基于最小Tsallis熵鞅测度 Semi-Markov regime switching interest rate term structure models -- Based on minimal Tsallis entropy martingale measure 期刊论文
2017, 卷号: 37, 期号: 5, 页码: 1136
作者:  柳向东;  王星蕊
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/13
An integration by parts formula in a Markovian regime switching model and application to sensitivity analysis 期刊论文
STOCHASTIC ANALYSIS AND APPLICATIONS, 2017, 卷号: 35, 期号: 5, 页码: 919-940
作者:  Liu, Yue[1];  Privault, Nicolas[2]
收藏  |  浏览/下载：8/0  |  提交时间：2019/12/24
Optimal financing and dividend policy with Markovian switching regimes 期刊论文
Communications in Statistics - Theory and Methods, 2017, 卷号: Vol.46 No.5, 页码: 2161-2180
作者:  Zhu, Huiming;  Deng, Chao;  Deng, Yingchun;  Huang, Ya
收藏  |  浏览/下载：16/0  |  提交时间：2019/12/31

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