Hidden Markov models for financial optimization problems
Diana Roman and Gautam Mitra and Nicola Spagnolo
| Year of publication: |
2010
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|---|---|
| Authors: | Roman, Diana ; Mitra, Gautam ; Spagnolo, Nicola |
| Published in: |
IMA journal of management mathematics. - Oxford : Oxford Univ. Press, ISSN 1471-678X, ZDB-ID 2074812-7. - Vol. 21.2010, 2, p. 111-129
|
| Subject: | Markov-Kette | Markov chain | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Finanzanalyse | Financial analysis | 1976-1996 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003984220