Literature map

Where the regime-switching example sits between the regime-switching bond prices as linear ODE systems and the fast-switching expansions for other payoffs.

Hover a node for its one-line summary and an edge for the relation. Click a node to open the work. Drag nodes to untangle. The same works, with full citations, are in the bibliography.

Solid edges are established relations. Dashed red edges mark connections that do not exist in print: the fast-switching expansions have been applied to option prices and densities, and the regime-switching bond prices have not been expanded around their averaged limit. The regime-switching example on this site fills that gap.