Forward and reverse representations for Markov chains
Year of publication: |
2006-05-02
|
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Authors: | Milstein, Grigori N. ; Schoenmakers, John G. M. ; Spokoiny, Vladimir |
Institutions: | Sonderforschungsbereich Ökonomisches Risiko <Berlin> |
Subject: | Risikoverhalten | Markov Kette | markov chain | Monte-Carlo-Simulation |
Extent: | 527360 bytes 30 p. application/pdf |
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Series: | Diskussionspapier ; 2006-041 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Others ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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