The Oxford handbook of nonlinear filteri... - Catalogue Library Neoma Business School

The Oxford handbook of nonlinear filtering / OXFORD UNIVERSITY PRESS (2011)

Titre :	The Oxford handbook of nonlinear filtering
Type de document :	Livre
Editeur :	OXFORD UNIVERSITY PRESS
Année de publication :	2011
Importance :	XIV-1063 p.
ISBN/ISSN/EAN :	978-0-19-953290-2
Note générale :	Index
Langues :	Anglais (eng)
Mots-clés :	Management MATHEMATIQUES FINANCIERES ; PROGRAMMATION NON LINEAIRE
Résumé :	A comprehensive, interdisciplinary resource for nonlinear (or stochastic) filtering, this Handbook explores the classical theory, the recent advances, and the application of nonlinear filtering to mathematical finance. With contributions from 58 leading experts, it will prove invaluable to anyone working in, or wishing to know more about the area.
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