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scientific article
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scientific article

    Statements

    author
    Ulrich G. Haussmann
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    Jörn Sass
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    publication date
    9 February 2005
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    zbMATH Keywords
    portfolio optimization
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    partial information
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    continuous time Markov chain
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    HMM filtering
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    stochastic interest rates
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    60G44
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    60H07
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    60H30
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    zbMATH DE Number
    2133114
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