How should a local regime-switching model be calibrated? (Q1655569)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How should a local regime-switching model be calibrated? |
scientific article |
Statements
How should a local regime-switching model be calibrated? (English)
0 references
9 August 2018
0 references
local regime-switching model
0 references
closed system
0 references
optimal control problem
0 references
Tikhonov regularization
0 references
