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Stochastic filtering with applications in finance /

This book provides a comprehensive account of stochastic filtering as a modeling tool in finance and economics. It aims to present this very important tool with a view to making it more popular among researchers in the disciplines of finance and economics. It is not intended to give a complete mathe...

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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Bhar, Ramaprasad
Format: Électronique eBook
Langue:Inglés
Publié: Singapore ; Hackensack, NJ : World Scientific, ©2010.
Sujets:
Accès en ligne:Texto completo