Intertemporal asset allocation when the underlying factors are unobservable (Q2642603)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Intertemporal asset allocation when the underlying factors are unobservable |
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Intertemporal asset allocation when the underlying factors are unobservable (English)
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17 August 2007
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Dynamic programming
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Feynman-Kac formula
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Duffie-Kan model
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Kalman filter
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Measurement errors
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