A convergence result in the estimation of Markov chains with application to compound options (Q2431715): Difference between revisions
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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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