Pages that link to "Item:Q2432014"
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The following pages link to Extracting information from spot interest rates and credit ratings using double higher-order hidden Markov models (Q2432014):
Displayed 4 items.
- Modeling default data via an interactive hidden Markov model (Q846148) (← links)
- A high-order Markov-switching model for risk measurement (Q980081) (← links)
- Numerical methods for backward Markov chain driven Black-Scholes option pricing (Q2430818) (← links)
- Hidden Markov models with threshold effects and their applications to oil price forecasting (Q2628183) (← links)