On full calibration of hybrid local volatility and regime‐switching models
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Futures Markets"
DOI: 10.1002/fut.21901
Abstract: Calibrating local regime†switching models is a challenging problem, especially when the volatility functions are assumed to depend on both of the underlying price and time. In this paper, the inverse problem of determining local… read more here.
Keywords: regime switching; volatility; switching models; local volatility ... See more keywords
Does globalization matter for environmental sustainability? Empirical investigation for Turkey by Markov regime switching models
Sign Up to like & getrecommendations! Published in 2019 at "Environmental Science and Pollution Research"
DOI: 10.1007/s11356-019-06996-w
Abstract: Many efforts have been made to theoretically explain and/or empirically investigate how globalization plays a role on environmental quality. However, as in theoretical explanations, empirical literature as well has not reached a consensus yet to… read more here.
Keywords: environmental sustainability; regime switching; globalization; switching models ... See more keywords
Protocol-Based Control for Discrete-Time Positive Markovian Switching Models With Deception Attacks
Sign Up to like & getrecommendations! Published in 2023 at "IEEE Transactions on Circuits and Systems II: Express Briefs"
DOI: 10.1109/tcsii.2022.3220019
Abstract: This brief investigates the problem of protocol-based control for positive Markovian switching models subject to actuator faults and deception attacks. Bernoulli distribution is adopted to depict random deception attacks. Considering the positivity of Markovian switching… read more here.
Keywords: markovian switching; protocol based; deception attacks; switching models ... See more keywords