Hidden Markov models in finance. Further developments and applications. Volume II

DOI10.1007/978-1-4899-7442-6zbMath1291.91006OpenAlexW4293108444MaRDI QIDQ2014829

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Publication date: 16 June 2014

Published in: International Series in Operations Research \& Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4899-7442-6

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Proceedings, conferences, collections, etc. pertaining to probability theory (60-06) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Actuarial science and mathematical finance (91Gxx)

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