Danilova, Albina
Libros de: Danilova, Albina
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Dynamic Markov Bridges and Market Microstructure
Çetin, Umut Danilova, Albina
Springer Verlag (2018)
- EAN: 9781493988334
- Páginas: 234
- Fecha de edición: 2018
pvp.94,95 €
Disponible entre 11 y 20 dias
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 ...