Showing results 1 to 4 of 4
| Title | Author(s) | Issue Date | |
|---|---|---|---|
How correlation risk in basket credit derivatives might be priced and managed? Journal:IMA Journal of Management Mathematics | 2021 | ||
Multivariate Markov chain models for production planning Journal:International Journal of Intelligent Engineering Informatics | 2011 | ||
A new estimation method for multivariate Markov chain model with application in demand predictions Proceeding/Conference:Proceedings of the International Conference on Business Intelligence and Financial Engineering, BIFE 2010 | 2010 | ||
A note on the stationary property of high-dimensional Markov chain models Journal:International Journal of Pure and Applied Mathematics | 2011 |