Continuous-time Markov chain models to estimate the premium for extended hedge fund lockups
Kun Soo Park, Ward Whitt
| Year of publication: |
2013
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|---|---|
| Authors: | Park, Kun Soo ; Whitt, Ward |
| Published in: |
Including special section: behavioral considerations in developing and applying operations research models. - New York, NY : Springer. - 2013, p. 357-379
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| Subject: | Hedgefonds | Hedge fund | Markov-Kette | Markov chain | Theorie | Theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010232509