Hidden Markov models in finance
Year of publication: |
[2010]-
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Other Persons: | Mamon, Rogemar S. (ed.) ; Elliott, Robert J. (ed.) |
Publisher: |
New York : Springer |
Subject: | Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Kapitalmarkttheorie | Financial economics | Kapitalanlage | Financial investment | Finanzmarkt | Financial market | Theorie | Theory |
Published items: |
2 hits in ECONIS - Online Catalogue of the ZBW
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Advancing the state of the art
Mamon, Rogemar S., (2010)
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Further developments and applications
Mamon, Rogemar S., (2014)
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Hidden Markov Models in Finance : Further Developments and Applications, Volume II
Mamon, Rogemar S., (2014)
- More ...
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A complete Yield curve description of a Markov interest rate model
Elliott, Robert J., (2003)
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Advancing the state of the art
Mamon, Rogemar S., (2010)
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Further developments and applications
Mamon, Rogemar S., (2014)
- More ...