Dynamic Markov Bridges and Market Microstructure: Theory and Applications - Probability Theory and Stochastic Modelling - Umut Cetin - Books - Springer-Verlag New York Inc. - 9781493988334 - October 26, 2018
In case cover and title do not match, the title is correct

Dynamic Markov Bridges and Market Microstructure: Theory and Applications - Probability Theory and Stochastic Modelling 2018 edition


Get an email once the item is available
Do you have a profile? Log in
Get notified about new Umut Cetin releases
Add to your iMusic wish list

Not rated yet

Also available as:

The construction of a Dynamic Markov Bridge, a useful extension of Markov bridge theory, addresses several important questions concerning how financial markets function, among them: how the presence of an insider trader impacts market efficiency;


234 pages, XIV, 234 p.

Media Books     Hardcover Book   (Book with hard spine and cover)
Released October 26, 2018
ISBN13 9781493988334
Publishers Springer-Verlag New York Inc.
Pages 234
Dimensions 243 × 163 × 17 mm   ·   528 g
Language English  

More from the same publisher