Bhar, Ramaprasad.

Stochastic filtering with applications in finance / Ramaprasad Bhar. - Singapore : World Scientific, 2010. - xiv, 339 p. : ill. ; 24 cm.

Includes bibliographical references (p. [320]-335) and index.

9789814304856 (hbk.)


Finance--Mathematical models.
Stochastic analysis.

332.0151922 / BHA 2010