Elisabeth Leoff
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Signal-to-noise matrix and model reduction in continuous-time hidden Markov models Mathematical Methods of Operations Research | 2022-06-24 | Paper |
| Multi-asset worst-case optimal portfolios International Journal of Theoretical and Applied Finance | 2019-06-24 | Paper |
| Stochastic filtering in regime-switching models: econometric properties, discretization and convergence | 2018-02-27 | Paper |
Research outcomes over time
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