//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance and Stochastics"
~person:"Sass, Jörn"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Continuous Time"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
HMM filtering
1
Portfolio optimization
1
continuous time Markov chain
1
partial information
1
stochastic interest rates
1
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
Sass, Jörn
Alòs, Elisa
1
Cho, Kyung-Ha
1
Haussmann, Ulrich
1
Khanna, Ajay
1
Kulldorff, Martin
1
Lasserre, Guillaume
1
Norberg, Ragnar
1
Norvaisa, Rimas
1
Vovk, Vladimir
1
more ...
less ...
Published in...
All
Finance and Stochastics
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Optimizing the terminal wealth under partial information: The drift process as a
continuous
time
Markov chain
Sass, Jörn
;
Haussmann, Ulrich
- In:
Finance and Stochastics
8
(
2004
)
4
,
pp. 553-577
of return modeled as a
continuous
time
Markov chain with finitely many states. Partial observation means that only the …
Persistent link: https://www.econbiz.de/10005613381
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->