Jörn Sass und Markov - Info zur Person

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HCM: Schedule - Hausdorff Center for Mathematicswww.hcm.uni-bonn.de › events › eventpages › sche...

www.hcm.uni-bonn.de

Sylvia Frühwirth-Schnatter based on joint work with Jörn Sass and Markus Hahn: Markov Chain Monte Carlo Methods for Parameter Estimation in Multidimensional ...

Estimating models based on Markov jump processes given fragmented...

ideas.repec.org

Jörn Sass & Ulrich Haussmann, "Optimizing the terminal wealth under partial information: The drift process as a continuous time Markov chain," Finance and

Portfolio optimization under partial information: stochastic...

www.econbiz.de

Portfolio optimization under partial information: stochastic volatility in a hidden Markov model. Jörn Sass and Ulrich G. Haussmann ...

Markov Decision Processes with Applications to Finance - Nicole...

books.google.de

Jörn Sass, Manfred Schäl and Luitgard Veraart who have carefully read parts ...

EconPapers: Moment based regression algorithms for drift and...

econpapers.repec.org

By Robert J. Elliott, Vikram Krishnamurthy and Jörn Sass; Abstract: We consider a continuous time Markov switching model (MSM) which is widely used in mathematical

EconPapers: Estimating models based on Markov jump processes given...

econpapers.repec.org

By Markus Hahn, Sylvia Frühwirth-Schnatter and Jörn Sass; Estimating models based on Markov jump processes given fragmented observation series

Parameter estimation in continuous time Markov switching models: a...

projecteuclid.org

Bayesian Analysis

JKU-FoDok Forschungsdokumentation der Universität Linz - Publikation...

fodok.jku.at

Zitat: Markus Hahn, Sylvia Frühwirth-Schnatter, Jörn Sass, "Markov chain Monte Carlo methods for parameter estimation in multidimensional continuous time Markov

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