Financial pricing models in continuous time and Kalman filte

Kellerhals, B. Philipp

Financial pricing models in continuous time and Kalman filte - Berlin Springer-Verlag 2001 - xiv; 247p;pbk - Lecture notes in economics and mathematical systems .

3-540-42364-8


Kalman filtering
Prices-Mathematical models
Investment-Mathematical models
Finance-Mathematical models
Financial economics
Economics

332.015118/KEL

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