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Hidden Markov Chain Approximations

New method proposed for Markov processes with continuous support for more accurate solutions.

Featured in No. 2 on 1 Jun 2023 · 15 days after release

Released
17 May 2023
First featured
No. 2 · 1 Jun 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
300
Identifier
SSRN 4451765

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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