Dynamic credit investment in partially observed markets (Q889624): Difference between revisions
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Revision as of 16:02, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic credit investment in partially observed markets |
scientific article |
Statements
Dynamic credit investment in partially observed markets (English)
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9 November 2015
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partial information
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filtering
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risk-sensitive control
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default risk
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hidden Markov chain
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