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Hidden Markov models in finance

By: Elliott, Robert J.
Contributor(s): Mamon, Rogemar S.
Material type: materialTypeLabelBookSeries: International series in operations research & management science.Publisher: New York: Springer, 2007Description: xix, 184 p.; ill.: 25 cm.ISBN: 9780387710815 .Subject(s): Finance -- Mathematical models | Markov processesDDC classification: 332.01519233
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Item type Current location Call number Status Date due Barcode
Books 332.01519233 MAM (Browse shelf) Available 017007

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