Algorithmic estimation of risk factors in financial markets with stochastic drift
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| Title: | Algorithmic estimation of risk factors in financial markets with stochastic drift |
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| Authors: | Hernández, Janko1, jankohc@gmail.com, Saunders, David2, Seco, Luis3 |
| Source: | Computers & Operations Research; Apr2012, Vol. 39 Issue 4, p820-828, 9p |
| Database: | Applied Science & Technology Source |
| ISSN: | 03050548 |
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| DOI: | 10.1016/j.cor.2010.09.007 |
