The following pages link to Markus Hahn (Q244726):
Displaying 5 items.
- Portfolio optimization with non-constant volatility and partial information (Q367562) (← links)
- Parameter Estimation for Stock Models with Non-Constant Volatility Using Markov Chain Monte Carlo Methods (Q5391767) (← links)
- Optimizing Consumption and Investment: The Case of Partial Information (Q5391877) (← links)
- Parameter estimation in continuous time Markov switching models: a semi-continuous Markov chain Monte Carlo approach (Q5962431) (← links)
- Estimating models based on Markov jump processes given fragmented observation series (Q5962989) (← links)
