Pricing dynamic fund protection under hidden Markov models (Q5382741)
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scientific article; zbMATH DE number 7067564
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing dynamic fund protection under hidden Markov models |
scientific article; zbMATH DE number 7067564 |
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Pricing dynamic fund protection under hidden Markov models (English)
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18 June 2019
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dynamic fund protection
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hidden Markov model
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Baum-Welch algorithm
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Viterbi algorithm
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