Stochastic Filtering Methods in Electronic Trading
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Publication:4626524
DOI10.1007/978-3-319-61282-9_28zbMath1420.91534OpenAlexW2754258496MaRDI QIDQ4626524
James Gwinnutt, Paul Bilokon, Daniel C. Jones
Publication date: 28 February 2019
Published in: Novel Methods in Computational Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-61282-9_28
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Financial applications of other theories (91G80)
Uses Software
Cites Work
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