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dc.contributor.authorDibos, Françoise
dc.contributor.authorKoepfler, Georges
dc.contributor.authorLopez, Christian
dc.date.accessioned2011-08-29T10:53:44Z
dc.date.available2011-08-29T10:53:44Z
dc.date.issued2000
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/6871
dc.language.isoenen
dc.subjectasset allocationen
dc.subjectrisk managementen
dc.subjectconstant correlationen
dc.subjectmultidimensional diffusionsen
dc.subjectscalar diffusionsen
dc.subject.ddc519en
dc.subject.classificationjelC6en
dc.titleEstimation of the regime shifts of the volatility and the trend by a variational methoden
dc.typeDocument de travail / Working paper
dc.publisher.nameUniversité Paris-Dauphineen
dc.publisher.cityParisen
dc.identifier.citationpages12en
dc.relation.ispartofseriestitleCahiers du CEREMADEen
dc.relation.ispartofseriesnumber15en
dc.description.sponsorshipprivateouien
dc.subject.ddclabelProbabilités et mathématiques appliquéesen


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