Location & Availability for: Dynamic Markov bridges and market micros

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Dynamic Markov bridges and market microstructure : theory and applications /

Umut Çetin, Albina Danilova.

Book Cover
Author: Çetin, Umut
Other Names: Danilova, Albina,
Published: New York, NY, U.S.A. : Springer Science+Media, LLC, [2018]
Series: Probability theory and stochastic modelling ; v. 90.
Topics: Markov processes. | Stochastic differential equations.
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University of Illinois at Urbana-Champaign

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Location & Availability for: Dynamic Markov bridges and market micros