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scientific article; zbMATH DE number 5499136
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scientific article; zbMATH DE number 5499136

    Statements

    author
    Birgit Rudloff
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    Jörn Sass
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    Ralf Wunderlich
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    publication date
    28 January 2009
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    zbMATH Keywords
    optimal trading
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    hidden Markov model
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    partial information
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    91B30
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    60H07
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    zbMATH DE Number
    5499136
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