Christina Erlwein

Available identifiers

zbMath Open erlwein.christinaMaRDI QIDQ1931634

List of research outcomes

Publication	Date of Publication	Type
An online estimation scheme for a Hull–White model with HMM-driven parameters	2024-04-30	Paper
The pricing of credit default swaps under a Markov-modulated Merton's structural model	2022-01-19	Paper
An adaptive regime-switching regression model for hedge funds	2014-05-02	Paper
An examination of HMM-based investment strategies for asset allocation	2013-11-15	Paper
HMM based scenario generation for an investment optimisation problem	2013-01-15	Paper
Adaptive signal processing of asset price dynamics with predictability analysis	2008-01-11	Paper

Research outcomes over time

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