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person:"Platen, Eckhard"
~person:"Momeya, Romuald Hervé"
~subject:"Commodity price"
~subject:"Markov-Kette"
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Platen, Eckhard
Momeya, Romuald Hervé
Leitner, Johannes
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications
Menoukeu-Pamen, Olivier
;
Momeya, Romuald Hervé
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 349-388
Persistent link: https://www.econbiz.de/10011714509
Saved in:
2
Quasi-exact approximation of hidden Markov chain filters
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662361
Saved in:
3
Time delay and noise explaining cyclical fluctuations in prices of commodities
Küchler, Uwe
;
Platen, Eckhard
-
2007
Persistent link: https://www.econbiz.de/10003482142
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