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Record Nr. |
UNICAMPANIAVAN0125096 |
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Autore |
Çetin, Umut |
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Titolo |
Dynamic Markov Bridges and Market Microstructure : Theory and Applications / Umut Çetin, Albina Danilova |
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Pubbl/distr/stampa |
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New York, : Springer, 2018 |
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Titolo uniforme |
Dynamic Markov Bridges and Market Microstructure |
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Descrizione fisica |
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xiv, 234 p. : ill. ; 24 cm |
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Altri autori (Persone) |
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Soggetti |
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60J60 - Diffusion processes [MSC 2020] |
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] |
60Fxx - Limit theorems in probability theory [MSC 2020] |
91G80 - Financial applications of other theories [MSC 2020] |
60H20 - Stochastic integral equations [MSC 2020] |
91B44 - Economics of information [MSC 2020] |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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