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AMS 60J20

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AMS Classification 60J20
"Applications of Markov chains and discrete-time Markov processes on general state spaces"

These are all the papers that have the " 60J20 " classification. Note that not all authors/journals assign MSC codes.     (sorted by date)

Pricing and Semimartingale Representations of Vulnerable Contingent Claims in Regime-Switching Markets
by Agostino Capponi of Purdue University,
José E. Figueroa-López of Purdue University, and
Jeffrey Nisen of Purdue University
(716K PDF) -- 33 pages -- February 28, 2012

Dynamic Portfolio Optimization with a Defaultable Security and Regime Switching
by Agostino Capponi of the Purdue University, and
José E. Figueroa-López of the Purdue University
(745K PDF) -- 40 pages -- September 6, 2011


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