Télécharger le livre :  Dynamic Markov Bridges and Market Microstructure
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This book undertakes a detailed construction of Dynamic Markov Bridges using a combination of theory and real-world applications to drive home important concepts and methodologies. In Part I, theory is developed using tools from stochastic filtering, partial...

Editeur : Springer
Parution : 2018-10-25
Collection : Probability Theory and Stochastic Modelling
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