Title Hidden Markov models in finance / edited by Rogemar S. Mamon, Robert J. Elliott

Published New York : Springer, [2007] ©2007

Copies

Location	Call no.	Vol.	Availability
MELB	332.01519233 Mam/Hmm		AVAILABLE

Description xix, 184 pages : illustrations ; 24 cm Series International series in operations research & management science ; 104 International series in operations research & management science ; 104 Bibliography Includes bibliographical references Subject Finance -- Mathematical models. Markov processes. Author Mamon, Rogemar S. Elliott, Robert J. (Robert James), 1940- LC no. 2007921976 ISBN 9780387710815 hd.bd 0387710817 hd.bd

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