Hidden Markov models in finance

Hidden Markov models in finance

Bibliografiske detaljer
Andre forfattere: Mamon, Rogemar S. (Editor), Elliott, Robert J. (Robert James) 1940- (Editor), Abiad, Abdul
Format: Bog
Sprog:English
Udgivet: New York Springer c2007.
Serier:International series in operations research & management science 104.
Fag:
Finance > Mathematical models.
Markov processes.