Hidden Markov models for financial optimization problems

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Bibliographische Detailangaben
Veröffentlicht in:Institute of Mathematics and Its Applications IMA journal of management mathematics
1. Verfasser: Roman, Diana (VerfasserIn)
Weitere Verfasser: Mitra, Gautam (VerfasserIn), Spagnolo, Nicola (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2010
Schlagworte:
1976-1996 > Markov-Kette > Volatilität > Stochastischer Prozess > Finanzanalyse > Aufsatz in Zeitschrift
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