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Publication:3160506
zbMath1180.91264MaRDI QIDQ3160506
Jörn Sass, Ulrich G. Haussmann
Publication date: 9 February 2005
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
portfolio optimizationpartial informationstochastic interest ratescontinuous time Markov chainHMM filtering
Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44) Stochastic calculus of variations and the Malliavin calculus (60H07) Portfolio theory (91G10)
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