Stochastic filtering with applications in finance

Author(s)

• Bhar, Ramaprasad

Bibliographic Information

Stochastic filtering with applications in finance

by Ramaprasad Bhar

World Scientific, c2010

Note

Includes bibliographical references (p. [320]-335) and index

Details

• NCID: BB03146499
• ISBN:
  • 9789814304856
• LCCN: 2010019089
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New Jersey
• Pages/Volumes: xiv, 339 p.
• Size: 24 cm
• Classification:
  • LCC : HG106
  • DC22 : 332.01/51922
• Subject Headings:
  • LCSH : Finance -- Mathematical models
  • LCSH : Stochastic analysis