Stochastic filtering with applications in finance
This book provides a comprehensive account of stochastic filtering as a modeling tool in finance and economics. It aims to present this very important tool with a view to making it more popular among researchers in the disciplines of finance and economics. It is not intended to give a complete mathe...
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| Format: | Electronic |
| Language: | English |
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Singapore ; Hackensack, N.J. :
World Scientific Pub. Co.,
c2010.
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| Online Access: | https://ezaccess.library.uitm.edu.my/login?url=http://www.worldscientific.com/worldscibooks/10.1142/7736#t=toc |