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An Application on Merton Model in the Non-efficient Market.
Yanan Feng
Qingxian Xiao
Published in:
Complex (2) (2009)
Keyphrases
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objective function
probabilistic model
prior knowledge
cost function
mathematical model
experimental data
formal model
theoretical framework
statistical model
reinforcement learning
input data
markov chain
theoretical analysis
computational model
sensitivity analysis
structural models