Bayes estimation via filtering for a simple micro-movement model of asset price with discrete noises

✍ Scribed by Yong Zeng

• Publisher: Elsevier Science
• Year: 2005
• Tongue: English
• Weight: 140 KB
• Volume: 63
• Category: Article
• ISSN: 0362-546X
• DOI: 10.1016/j.na.2005.02.105