Hidden Markov models for financial optimization problems (Q3557589)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Hidden Markov models for financial optimization problems |
scientific article; zbMATH DE number 5700419
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Hidden Markov models for financial optimization problems |
scientific article; zbMATH DE number 5700419 |
Statements
Hidden Markov models for financial optimization problems (English)
0 references
23 April 2010
0 references
scenario generation
0 references
asset pricing
0 references
hidden Markov models
0 references
extreme events
0 references
stability
0 references
conditional value at risk
0 references
0 references
0.9359057
0 references
0.92103887
0 references
0.91544235
0 references
0.9044966
0 references
0.89191616
0 references
0.8807038
0 references
