02207nam0 2200457 i 450 VAN0012509620240806100818.60N978149398835820191030d2018 |0itac50 baengUS|||| |||||Dynamic Markov Bridges and Market MicrostructureTheory and ApplicationsUmut Çetin, Albina DanilovaNew YorkSpringer2018xiv, 234 p.ill.24 cm001VAN001038262001 Probability theory and stochastic modelling210 Berlin [etc.]Springer1988-90VAN00236220Dynamic Markov Bridges and Market Microstructure156384860FxxLimit theorems in probability theory [MSC 2020]VANC024670MF60G35Signal detection and filtering (aspects of stochastic processes) [MSC 2020]VANC021485MF60H20Stochastic integral equations [MSC 2020]VANC033953MF60J60Diffusion processes [MSC 2020]VANC021477MF91B44Economics of information [MSC 2020]VANC035214MF91G80Financial applications of other theories [MSC 2020]VANC031013MFAsymmetric InformationKW:KDynamic Markov BridgesKW:KMarkov ProcessesKW:KQuantitative FinanceKW:KStochastic FilteringKW:KStochastic processesKW:KUSNew YorkVANL000011ÇetinUmutVANV096553767949DanilovaAlbinaVANV096554767950Springer <editore>VANV108073650ITSOL20240906RICAhttp://doi.org/10.1007/978-1-4939-8835-8E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00125096BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 1108 08eMF1108 20191030 Dynamic Markov Bridges and Market Microstructure1563848UNICAMPANIA