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Stochastic filtering with applications in finance /

Bhar, Ramaprasad.

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

Includes bibliographical references and index.

ISBN: 9789814304856 (hbk.) RM338.55 9814304859 (hbk.)

Subjects--Topical Terms:
Finance--Mathematical models.
Stochastic analysis.

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