Hidden Markov Models in Finance volume2

Hidden Markov Models in Finance volume2

ID:40718305

大小:4.59 MB

页数:280页

时间:2019-08-06

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1、InternationalSeriesinOperationsResearch&ManagementScienceRogemarS.MamonRobertJ.ElliottEditorsHiddenMarkovModelsinFinanceFurtherDevelopmentsandApplications,VolumeIIInternationalSeriesinOperationsResearch&ManagementScienceVolume209SeriesEditorCamille

2、C.PriceStephenF.AustinStateUniversity,TX,USAForfurthervolumes:http://www.springer.com/series/6161RogemarS.Mamon•RobertJ.ElliottEditorsHiddenMarkovModelsinFinanceFurtherDevelopmentsandApplications,VolumeII123EditorsRogemarS.MamonRobertJ.ElliottDepartm

3、entofStatistical&ActuarialSchoolofMathematicsSciencesUniversityofAdelaideUniversityofWesternOntarioAdelaide,AustraliaLondon,ON,CanadaISSN0884-8289ISSN2214-7934(electronic)ISBN978-1-4899-7441-9ISBN978-1-4899-7442-6(eBook)DOI10.1007/978-1-4899-7442-6Sp

4、ringerNewYorkHeidelbergDordrechtLondonLibraryofCongressControlNumber:2007921976©SpringerScience+BusinessMediaNewYork2014Thisworkissubjecttocopyright.AllrightsarereservedbythePublisher,whetherthewholeorpartofthematerialisconcerned,specificallytherights

5、oftranslation,reprinting,reuseofillustrations,recitation,broadcasting,reproductiononmicrofilmsorinanyotherphysicalway,andtransmissionorinformationstorageandretrieval,electronicadaptation,computersoftware,orbysimilarordissimilarmethodologynowknownorher

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