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~person:"Castro Cepero, Luis M."
~person:"Elliott, Robert J."
~subject:"Dynamische Optimierung"
~subject:"Stochastic process"
~subject:"Theorie"
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Castro Cepero, Luis M.
Elliott, Robert J.
Urfer, Wolfgang
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Hedging options in a hidden Markov-switching local-volatility model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
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2
Approximate Bayesian estimation of stochastic volatility in mean models using Hidden
Markov
Models
: empirical evidence from stock Latin American markets
Abanto-Valle, Carlos A.
;
Rodriguez, Gabriel
;
Castro …
-
2021
-
Primera edición
Persistent link: https://www.econbiz.de/10013170523
Saved in:
3
Asset pricing using trading volumes in a hidden regime-switching environment
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 133-149
Persistent link: https://www.econbiz.de/10011377522
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