Why Bayes Rules: A Note on Bayesian v. Classical Inference in Regime Switching Models

2007 ◽  
Author(s):  
Dennis L. Gärtner
Keyword(s):  
Regime Switching ◽  
Regime Switching Models ◽  
Switching Models ◽  
Classical Inference

scholarly journals Option Pricing and Hedging for Discrete Time Regime-Switching Models

2017 ◽  
Vol 08 (08) ◽  
pp. 1005-1032 ◽  
Author(s):  
Bruno Rémillard ◽  
Alexandre Hocquard ◽  
Hugo Lamarre ◽  
Nicolas Papageorgiou
Keyword(s):  
Option Pricing ◽  
Discrete Time ◽  
Regime Switching ◽  
Regime Switching Models ◽  
Switching Models ◽  
Time Regime
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