A convergence result in the estimation of Markov chains with application to compound options (Q2431715): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/15598608.2008.10411903 / rank | |||
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| Property / OpenAlex ID: W2121877645 / rank | |||
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| Property / cites work: Statistical Inference about Markov Chains / rank | |||
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| Property / cites work: Q3894827 / rank | |||
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| Property / cites work: Q3292891 / rank | |||
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| Property / cites work: An actuarial approach to option pricing under the physical measure and without market assumptions / rank | |||
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| Property / cites work: ASYMPTOTIC PROPERTIES FOR MAXIMUM LIKELIHOOD ESTIMATORS FOR RELIABILITY AND FAILURE RATES OF MARKOV CHAINS / rank | |||
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Latest revision as of 00:03, 4 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A convergence result in the estimation of Markov chains with application to compound options |
scientific article |
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A convergence result in the estimation of Markov chains with application to compound options (English)
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18 April 2011
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multidimensional matrices
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covariance structure
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compound options
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