How should a local regime-switching model be calibrated? (Q1655569)
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scientific article; zbMATH DE number 6915587
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How should a local regime-switching model be calibrated? |
scientific article; zbMATH DE number 6915587 |
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How should a local regime-switching model be calibrated? (English)
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9 August 2018
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local regime-switching model
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closed system
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optimal control problem
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Tikhonov regularization
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0.86226517
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0.8256656
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0.7704019
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0.7650388
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0.7639911
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0.76048344
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0.7569456
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0.74994737
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