OPTIMAL CREDIT ALLOCATION UNDER REGIME UNCERTAINTY WITH SENSITIVITY ANALYSIS (Q5245886)
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scientific article; zbMATH DE number 6425386
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL CREDIT ALLOCATION UNDER REGIME UNCERTAINTY WITH SENSITIVITY ANALYSIS |
scientific article; zbMATH DE number 6425386 |
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OPTIMAL CREDIT ALLOCATION UNDER REGIME UNCERTAINTY WITH SENSITIVITY ANALYSIS (English)
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15 April 2015
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credit assets' allocation
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regime-switching model
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error theory based on Dirichlet forms
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continuous-time hidden Markov chain
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