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	An integration by parts formula in a Markovian regime switching model and application to sensitivity analysis
	Liu, Yue[1]; Privault, Nicolas[2]
刊名	STOCHASTIC ANALYSIS AND APPLICATIONS
	2017
卷号	35期号:5页码:919-940
关键词	Integration by parts Markov chains regime switching sensitivity analysis
ISSN号	0736-2994
DOI	http://dx.doi.org/10.1080/07362994.2017.1339613
URL标识	查看原文
收录类别	SCI(E)
WOS记录号	WOS:000407786100007
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/5350243
专题	江苏大学
作者单位	1.[1]Jiangsu Univ, Sch Finance & Econ, Zhenjiang, Peoples R China. 2.[2]Nanyang Technol Univ, Sch Phys & Math Sci, Singapore, Singapore.
推荐引用方式 GB/T 7714	Liu, Yue[1],Privault, Nicolas[2]. An integration by parts formula in a Markovian regime switching model and application to sensitivity analysis[J]. STOCHASTIC ANALYSIS AND APPLICATIONS,2017,35(5):919-940.
APA	Liu, Yue[1],&Privault, Nicolas[2].(2017).An integration by parts formula in a Markovian regime switching model and application to sensitivity analysis.STOCHASTIC ANALYSIS AND APPLICATIONS,35(5),919-940.
MLA	Liu, Yue[1],et al."An integration by parts formula in a Markovian regime switching model and application to sensitivity analysis".STOCHASTIC ANALYSIS AND APPLICATIONS 35.5(2017):919-940.

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