Bhar, Ramaprasad.

Stochastic filtering with applications in finance [electronic resource] / Ramaprasad Bhar. - Singapore ; Hackensack, N.J. : World Scientific, c2010. - xiv, 339 p. : ill. (some col.).

Includes bibliographical references and index.


Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2013.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.






Finance--Mathematical models.
Stochastic analysis.


Electronic books.

HG106 / .B43 2010eb

332.01/51922