Dynamic Markov Bridges and Market Microstructure

Dynamic Markov Bridges and Market Microstructure

Theory and Applications

by Umut Çetin
4/5

This book undertakes a detailed construction of Dynamic Markov Bridges using a combination of theory and real-world applications to drive home important concepts and methodologies.

In Part I, theory is developed using tools from stochastic filtering, part.

First published
Dec 10, 2019
Publishers
Springer

Umut Çetin

About Umut Çetin

Turkish sound engineer....

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