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Maximizing the probability of achieving a goal in the case of a partially observed drift process
Zohar, Gady
- In:
International journal of theoretical and applied finance
4
(
2001
)
2
,
pp. 321-333
Persistent link: https://www.econbiz.de/10001578744
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Short-term predictability of the term structure
Reisman, Haim
;
Zohar, Gady
- In:
The journal of fixed income
14
(
2004
)
3
,
pp. 7-14
Persistent link: https://www.econbiz.de/10002682297
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Instantaneous mean-variance analysis of bond returns
Reisman, Haim
;
Zohar, Gady
- In:
The journal of fixed income
14
(
2004
)
1
,
pp. 32-39
Persistent link: https://www.econbiz.de/10002155548
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