Stochastic Filtering with Applications in Finance.
Year of publication: |
2010
|
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Authors: | Bhar, Ramaprasad |
Publisher: |
Singapore : World Scientific Publishing Co Pte Ltd |
Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Modellierung | Scientific modelling | Finanzprodukt | Financial product |
Description of contents: | Description [zbmath.org] |
Extent: | 1 online resource (400 pages) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Description based on publisher supplied metadata and other sources. |
ISBN: | 978-981-4304-86-3 ; 978-981-4304-85-6 |
Source: | ECONIS - Online Catalogue of the ZBW |
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