Solution to a Problem of Stochastic Process Switching
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Bibliographic InfoArticle provided by Econometric Society in its journal Econometrica.
Volume (Year): 59 (1991)
Issue (Month): 1 (January)
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- François, Pascal & Morellec, Erwan, 2008. "Closed-form solutions to stochastic process switching problems," Journal of Mathematical Economics, Elsevier, vol. 44(11), pages 1072-1083, December.
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- Hans Dewachter & Dirk Veestraeten, 2001. "Measuring convergence speed of asset prices toward a pre-announced target," Applied Financial Economics, Taylor and Francis Journals, vol. 11(6), pages 591-601.
- Hans Dewachter & Dirk Veestraeten, 1999. "Measuring Convergence Speed of Asset Prices Toward a Pre-Announced Target," Center for Economic Studies - Discussion papers ces9902, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
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