Financial pricing models in continuous time and Kalman filtering /
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| Author / Creator: | Kellerhals, B. Philipp, 1971- |
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| Imprint: | New York : Springer, 2001. |
| Description: | xiv, 247 p. : ill. ; 24 cm. |
| Language: | English |
| Series: | Lecture notes in economics and mathematical systems ; 506 Lecture notes in economics and mathematical systems 506. |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/4496050 |
| Physical Description: | xiv, 247 p. : ill. ; 24 cm. |
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| Bibliography: | Includes bibliographical references. |
| ISBN: | 3540423648 |