A parameter optimization program for Markov models

Gjerde, Jon

October 01, 1999

SAND

• Areas: Finance software
• Keywords: Markov price models
• Name and number of project: 693015
• Title: A parameter optimization program for Markov models
• Author(s): Gjerde, Jon
• Report number: SAND/13/99
• Published date: October 01, 1999