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Search: subject:"Markov-Kette"
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Markov chain
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Finance and stochastics
Journal of banking & finance
Working paper / National Bureau of Economic Research, Inc.
European journal of operational research : EJOR
206
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116
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85
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91
Risk-minimizing hedging strategies for insurance payment processes
Møller, Thomas
- In:
Finance and stochastics
5
(
2001
)
4
,
pp. 419-446
Persistent link: https://www.econbiz.de/10001614592
Saved in:
92
A general characterization of one factor affine term structure models
Filipović, Damir
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 389-412
Persistent link: https://www.econbiz.de/10001599299
Saved in:
93
Bond pricing in a hidden Markov model of the short rate
Landén, Camilla
- In:
Finance and stochastics
4
(
2000
)
4
,
pp. 371-389
Persistent link: https://www.econbiz.de/10001538315
Saved in:
94
A discrete Markov chain model for valuing loan portfolios : The case of Mexican loan sales
Angel, Gabriela F. del
- In:
Journal of banking & finance
22
(
1998
)
10
,
pp. 1457-1480
Persistent link: https://www.econbiz.de/10001338687
Saved in:
95
A note on the forward measure
Davis, Mark
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 19-28
Persistent link: https://www.econbiz.de/10001230162
Saved in:
96
Stochastic regime switching and stabilizing policies within regimes
Lewis, Karen K.
-
1995
Persistent link: https://www.econbiz.de/10000922524
Saved in:
97
Can the markov switching model forecast exchange rates?
Engel, Charles
-
1992
Persistent link: https://www.econbiz.de/10014422868
Saved in:
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