Pages that link to "Item:Q2434780"
From MaRDI portal
The following pages link to A higher-order hidden Markov chain-modulated model for asset allocation (Q2434780):
Displaying 3 items.
- Pricing a guaranteed annuity option under correlated and regime-switching risk factors (Q903675) (← links)
- Analysis of exchange rates as time-inhomogeneous Markov chain with finite states (Q2138332) (← links)
- Modelling and filtering for dynamic investment in the precious-metals market (Q5044142) (← links)