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| Chapter title |
Static Markov Bridges and Enlargement of Filtrations
|
|---|---|
| Chapter number | 4 |
| Book title |
Dynamic Markov Bridges and Market Microstructure
|
| Published by |
Springer, New York, NY, January 2018
|
| DOI | 10.1007/978-1-4939-8835-8_4 |
| Book ISBNs |
978-1-4939-8833-4, 978-1-4939-8835-8
|
| Authors |
Umut Çetin, Albina Danilova |