| Class | Description |
|---|---|
| Dai2011HMM |
Creates a two-state Geometric Brownian Motion with a constant volatility.
|
| Dai2011HMM.CalibrationParam | |
| Dai2011HMM.ModelParam | |
| Dai2011Solver |
Solves the stochastic control problem in the referenced paper to get the two
thresholds.
|
| Dai2011Solver.Boundaries | |
| Dai2011Solver.Builder |
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