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Elliott, Robert J.

Hidden Markov models in finance - New York: Springer, 2007 - xix, 184 p.; ill.: 25 cm. - International series in operations research & management science .

ISBN: 9780387710815 (hbk)

Subjects--Topical Terms:
Finance -- Mathematical models
Markov processes

Dewey Class. No.: 332.01519233 / MAM