Optimal CAR simulation
Year of publication: |
December 2015
|
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Authors: | Chakroun, Fatma ; Abid, Fathi |
Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 2.2015, 4, p. 1-31
|
Subject: | Bank CAR | stochastic optimization | maximum likelihood | simulation | Theorie | Theory | Simulation | Kraftfahrzeug | Motor vehicle | Stochastischer Prozess | Stochastic process | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Kfz-Industrie | Automotive industry | Mathematische Optimierung | Mathematical programming | Kfz-Markt | Automotive market |
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