Hidden Markov models in finance

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Bibliographic Information

Title
"Hidden Markov models in finance"
Statement of Responsibility
Rogemar S. Mamon, Robert J. Elliott, editors
Publisher
  • Springer
Publication Year
  • c2014
Book size
25 cm

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Notes

"Since the publication of our coedited monograph 'Hidden Markov models (HMM) in finance' by Springer in 2007, there has been substantial research in many areas of finance which employ HMM. It is the objective of this edited volume to present some updates on the current state of the field. "--Pref

Includes bibliographical references

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