Hidden Markov models in finance

Hidden Markov models in finance

Bibliographic Details
Other Authors: Mamon, Rogemar S. (Editor), Elliott, Robert J. (Robert James) 1940- (Editor), Abiad, Abdul
Format: Book
Language:English
Published: New York Springer c2007.
Series:International series in operations research & management science 104.
Subjects:
Finance > Mathematical models.
Markov processes.