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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| Main Author: | |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Singapore ; Hackensack, NJ :
World Scientific,
©2010.
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| Subjects: | |
| Online Access: | CONNECT |
