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 |
|---|---|---|
| An online estimation scheme for a Hull–White model with HMM-driven parameters Statistical Methods and Applications | 2024-04-30 | Paper |
| The pricing of credit default swaps under a Markov-modulated Merton's structural model North American Actuarial Journal | 2022-01-19 | Paper |
| An adaptive regime-switching regression model for hedge funds IMA Journal of Management Mathematics | 2014-05-02 | Paper |
| An examination of HMM-based investment strategies for asset allocation Applied Stochastic Models in Business and Industry | 2013-11-15 | Paper |
| HMM based scenario generation for an investment optimisation problem Annals of Operations Research | 2013-01-15 | Paper |
| Adaptive signal processing of asset price dynamics with predictability analysis Information Sciences | 2008-01-11 | Paper |
Research outcomes over time
This page was built for person: Christina Erlwein
