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Télécharger le livre : Dynamic Markov Bridges and Market Microstructure
Umut Çetin , Albina Danilova
Dynamic Markov Bridges and Market Microstructure
This book undertakes a detailed construction of Dynamic Markov Bridges using a combination of theory and real-world applications to drive home important concepts and methodologies. In Part I, theory is developed using tools from stochastic filtering, partial...
Editeur : Springer
Parution : 2018-10-25
Collection : Probability Theory and Stochastic Modelling
Format(s) : PDF, ePub
126,59 €
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