Hidden Markov models in finance

DOI10.1007/0-387-71163-5zbMath1116.91007OpenAlexW1513350018MaRDI QIDQ883724

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Publication date: 11 June 2007

Published in: International Series in Operations Research \& Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/0-387-71163-5

Mathematics Subject Classification ID

Proceedings, conferences, collections, etc. pertaining to probability theory (60-06) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)

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