Author:
Malcolm W. P.,Elliott R. J.
Subject
General Economics, Econometrics and Finance,Finance
Cited by
3 articles.
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1. Pricing dynamic fund protection under hidden Markov models;IMA Journal of Management Mathematics;2016-09-21
2. An M-ary detection approach for asset allocation;Computers & Mathematics with Applications;2011-08
3. An HMM approach for optimal investment of an insurer;International Journal of Robust and Nonlinear Control;2011-04-03