Pages that link to "Item:Q2014829"
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The following pages link to Hidden Markov models in finance. Further developments and applications. Volume II (Q2014829):
Displaying 11 items.
- Dynamic allocations for currency futures under switching regimes signals (Q323115) (← links)
- Pricing a guaranteed annuity option under correlated and regime-switching risk factors (Q903675) (← links)
- A simplified matrix formulation for sensitivity analysis of hidden Markov models (Q1657066) (← links)
- EM algorithm for Markov chains observed via Gaussian noise and point process information: theory and case studies (Q1688729) (← links)
- EM algorithm for stochastic hybrid systems (Q2040945) (← links)
- A data-driven approach for a class of stochastic dynamic optimization problems (Q2057219) (← links)
- Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns (Q2288946) (← links)
- Discrete-time implementation of continuous-time filters with application to regime-switching dynamics estimation (Q2304045) (← links)
- The Valuation of a Guaranteed Minimum Maturity Benefit under a Regime-Switching Framework (Q3385434) (← links)
- On multinomial hidden Markov model for hierarchical manpower systems (Q5079484) (← links)
- Filtering Response Directions (Q5162853) (← links)
