[IEEE 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - London, UK (2014.3.27-2014.3.28)] 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - A hidden Markov reduced-form risk model
Gu, Jia-Wen, Ching, Wai-Ki, Zheng, HarryYear:
2014
Language:
english
DOI:
10.1109/CIFEr.2014.6924072
File:
PDF, 161 KB
english, 2014