Pages that link to "Item:Q1389714"

The following pages link to Drift and volatility estimation in discrete time (Q1389714):

Displayed 12 items.

• A hidden Markov regime-switching model for option valuation (Q661263) ‎ (← links)
• A filtering approach to tracking volatility from prices observed at random times (Q862222) ‎ (← links)
• Pricing exotic options under a high-order Markovian regime switching model (Q933877) ‎ (← links)
• A high-order Markov-switching model for risk measurement (Q980081) ‎ (← links)
• A BSDE approach to risk-based asset allocation of pension funds with regime switching (Q1945100) ‎ (← links)
• Filtering of a Multi-Dimension Stochastic Volatility Model (Q3005154) ‎ (← links)
• PORTFOLIO OPTIMIZATION, HIDDEN MARKOV MODELS, AND TECHNICAL ANALYSIS OF P&F-CHARTS (Q3022050) ‎ (← links)
• VaR and expected shortfall: a non-normal regime switching framework (Q3182749) ‎ (← links)
• Moment based regression algorithms for drift and volatility estimation in continuous-time Markov switching models (Q3521273) ‎ (← links)
• Volatility estimation from short time series of stock prices (Q5419471) ‎ (← links)
• Multi-Period Asset Allocation Under Hidden Markovianly Driven Noises (Q5421608) ‎ (← links)
• Stochastic Volatility Model with Filtering (Q5478920) ‎ (← links)