Çetin, Umut,Danilova, Albina. () Dynamic Markov bridges and market microstructure :theory and applicationsMLA Citation
Çetin, Umut,Danilova, Albina,Dynamic Markov Bridges And Market Microstructure: Theory And Applications. : . Print.
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Dynamic Markov bridges and market microstructure : theory and applications /
Umut Çetin, Albina Danilova.
|Other Names:||Danilova, Albina,|
|Published:||New York, NY, U.S.A. : Springer Science+Media, LLC, |
Probability theory and stochastic modelling ; v. 90.
|Topics:||Markov processes. | Stochastic differential equations.|