Financial pricing models in continuous time and Kalman filtering /

Bibliographic Details
Main Author:	Kellerhals, B. Philipp, 1971-
Format:	Book
Language:	English
Published:	Berlin ; New York : Springer, [2001]
Series:	Lecture notes in economics and mathematical systems. 506.
Subjects:	Finance > Mathematical models. Investments > Mathematical models. Prices > Mathematical models. Kalman filtering.

Description
Physical Description:	xiv, 247 pages : illustrations ; 24 cm.
Bibliography:	Includes bibliographical references (pages [231]-247).
ISBN:	3540423648 (pbk. : alk. paper)
ISSN:	0075-8450 ;