Some topics of risk theory in a hidden Markov model

  • Michaela Szölgyenyi (Speaker)

Activity: Talk or presentation › Contributed talk › unknown

Period23 Nov 2013
Event titleInternational Workshop on Regime-Switching Models in Finance: Statistics and Optimization
Event typeConference
LocationGermanyShow on map

Fields of science

  • 101007 Financial mathematics
  • 101025 Number theory

JKU Focus areas

  • Computation in Informatics and Mathematics