Dynamic Markov Bridges and Market Microstructure : Theory and Applications / Umut Çetin, Albina Danilova
| Dynamic Markov Bridges and Market Microstructure : Theory and Applications / Umut Çetin, Albina Danilova |
| Autore | Çetin, Umut |
| Pubbl/distr/stampa | New York, : Springer, 2018 |
| Descrizione fisica | xiv, 234 p. : ill. ; 24 cm |
| Altri autori (Persone) | Danilova, Albina |
| Soggetto topico |
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] |
| Soggetto non controllato |
Asymmetric Information
Dynamic Markov Bridges Markov Processes Quantitative Finance Stochastic Filtering Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0125096 |
Çetin, Umut
|
||
| New York, : Springer, 2018 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Dynamic Markov Bridges and Market Microstructure : Theory and Applications / Umut Çetin, Albina Danilova
| Dynamic Markov Bridges and Market Microstructure : Theory and Applications / Umut Çetin, Albina Danilova |
| Autore | Çetin, Umut |
| Pubbl/distr/stampa | New York, : Springer, 2018 |
| Descrizione fisica | xiv, 234 p. : ill. ; 24 cm |
| Altri autori (Persone) | Danilova, Albina |
| Soggetto topico |
60Fxx - Limit theorems in probability theory [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 60H20 - Stochastic integral equations [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 91B44 - Economics of information [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] |
| Soggetto non controllato |
Asymmetric Information
Dynamic Markov Bridges Markov Processes Quantitative Finance Stochastic Filtering Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00125096 |
Çetin, Umut
|
||
| New York, : Springer, 2018 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Dynamic Markov Bridges and Market Microstructure : Theory and Applications / Umut Çetin, Albina Danilova
| Dynamic Markov Bridges and Market Microstructure : Theory and Applications / Umut Çetin, Albina Danilova |
| Autore | Çetin, Umut |
| Edizione | [New York : Springer, 2018] |
| Pubbl/distr/stampa | xiv, 234 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Danilova, Albina |
| Soggetto topico |
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] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0125096 |
Çetin, Umut
|
||
| xiv, 234 p., : ill. ; 24 cm | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||