dc.contributor.author | Dibos, Françoise | |
dc.contributor.author | Koepfler, Georges | |
dc.contributor.author | Lopez, Christian | |
dc.date.accessioned | 2011-08-29T10:53:44Z | |
dc.date.available | 2011-08-29T10:53:44Z | |
dc.date.issued | 2000 | |
dc.identifier.uri | https://basepub.dauphine.fr/handle/123456789/6871 | |
dc.language.iso | en | en |
dc.subject | asset allocation | en |
dc.subject | risk management | en |
dc.subject | constant correlation | en |
dc.subject | multidimensional diffusions | en |
dc.subject | scalar diffusions | en |
dc.subject.ddc | 519 | en |
dc.subject.classificationjel | C6 | en |
dc.title | Estimation of the regime shifts of the volatility and the trend by a variational method | en |
dc.type | Document de travail / Working paper | |
dc.publisher.name | Université Paris-Dauphine | en |
dc.publisher.city | Paris | en |
dc.identifier.citationpages | 12 | en |
dc.relation.ispartofseriestitle | Cahiers du CEREMADE | en |
dc.relation.ispartofseriesnumber | 15 | en |
dc.description.sponsorshipprivate | oui | en |
dc.subject.ddclabel | Probabilités et mathématiques appliquées | en |