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References from Integral equation characterization of the Feynman–Kac formula for a regime-switching diffusion. Local targets link to admitted publications; unresolved targets remain external evidence.
Feynman–Kac Formula for switching diffusions: connections of systems of partial differential equations and stochastic differential equations
2013 · External reference
Unresolved reference
2010 · External reference
Unresolved reference
2005 · External reference
Regime switching in stochastic models of commodity prices: an application to an optimal tree harvesting problem
10.1016/j.jedc.2011.08.010 · 2012 · External reference
Unresolved reference
2006 · External reference
Trading VIX futures under mean reversion with regime switching
10.1142/s2424786316500213 · 2016 · External reference
Convergence rates of trinomial tree methods for option pricing under regime-switching models
10.1016/j.aml.2014.07.020 · 2015 · External reference
Unresolved reference
2004 · External reference
Mean-reversion in equilibrium asset prices: evidence from the futures term structure
10.1111/j.1540-6261.1995.tb05178.x · 1995 · External reference
The stochastic behavior of commodity prices: implications for valuation and hedging
10.1111/j.1540-6261.1997.tb02721.x · 1997 · External reference
Commodity markets through the business cycle
2016 · External reference
Business cycles and behavior of metals prices
10.1111/j.1540-6261.1988.tb03957.x · 1988 · External reference
