Hidden Markov models in finance
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Bibliographic Information
Hidden Markov models in finance
（International series in operations research & management science, 209 . Further development and applications ; v. 2）
Springer, c2014
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"Since the publication of our coedited monograph 'Hidden Markov models (HMM) in finance' by Springer in 2007, there has been substantial research in many areas of finance which employ HMM. It is the objective of this edited volume to present some updates on the current state of the field. "--Pref
Includes bibliographical references