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Some explicit expressions for GBM with Markovian switching and parameter estimations Journal article
Zhang, Zhenzhong, Wang, Xiaofeng, Tong, Jinying, Zhou, Tiandao, Qin, Zhenjiang. Some explicit expressions for GBM with Markovian switching and parameter estimations[J]. Communications in Statistics—Theory and Methods, 2022.
Authors:  Zhang, Zhenzhong;  Wang, Xiaofeng;  Tong, Jinying;  Zhou, Tiandao;  Qin, Zhenjiang
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:0.6/0.8 | Submit date:2022/07/28
Geometric Brownian Motion  Markovian Switching  Mean Exit Time  Parameter Estimations