LEADER 02207nam0 2200457 i 450 001 VAN00125096 005 20240806100818.60 017 70$2N$a9781493988358 100 $a20191030d2018 |0itac50 ba 101 $aeng 102 $aUS 105 $a|||| ||||| 200 1 $aDynamic Markov Bridges and Market Microstructure$eTheory and Applications$fUmut Çetin, Albina Danilova 210 $aNew York$cSpringer$d2018 215 $axiv, 234 p.$cill.$d24 cm 410 1$1001VAN00103826$12001 $aProbability theory and stochastic modelling$1210 $aBerlin [etc.]$cSpringer$d1988-$v90 500 1$3VAN00236220$aDynamic Markov Bridges and Market Microstructure$91563848 606 $a60Fxx$xLimit theorems in probability theory [MSC 2020]$3VANC024670$2MF 606 $a60G35$xSignal detection and filtering (aspects of stochastic processes) [MSC 2020]$3VANC021485$2MF 606 $a60H20$xStochastic integral equations [MSC 2020]$3VANC033953$2MF 606 $a60J60$xDiffusion processes [MSC 2020]$3VANC021477$2MF 606 $a91B44$xEconomics of information [MSC 2020]$3VANC035214$2MF 606 $a91G80$xFinancial applications of other theories [MSC 2020]$3VANC031013$2MF 610 $aAsymmetric Information$9KW:K 610 $aDynamic Markov Bridges$9KW:K 610 $aMarkov Processes$9KW:K 610 $aQuantitative Finance$9KW:K 610 $aStochastic Filtering$9KW:K 610 $aStochastic processes$9KW:K 620 $aUS$dNew York$3VANL000011 700 1$aÇetin$bUmut$3VANV096553$0767949 701 1$aDanilova$bAlbina$3VANV096554$0767950 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240906$gRICA 856 4 $uhttp://doi.org/10.1007/978-1-4939-8835-8$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $fN 912 $aVAN00125096 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08CONS e-book 1108 $e08eMF1108 20191030 996 $aDynamic Markov Bridges and Market Microstructure$91563848 997 $aUNICAMPANIA