Hidden Markov models in finance

Hidden Markov models in finance

Bibliografske podrobnosti
Drugi avtorji: Mamon, Rogemar S. (Editor), Elliott, Robert J. (Robert James) 1940- (Editor), Abiad, Abdul
Format: Knjiga
Jezik:English
Izdano: New York Springer c2007.
Serija:International series in operations research & management science 104.
Teme:
Finance > Mathematical models.
Markov processes.