Exponentials, diffusions, finance, entropy and information
By: Wolfgang Stummer.
Series: Mathematics; Berichte aus der Mathematik
Publisher: Shaker Verlag
Published: 2004
Place of publication: Aachen
Language: eng
Number of pages: 223
Subjects: Markov processes.; Diffusion processes.; Exponential families (Statistics); Estimation theory.
Notes: Includes bibliographical references (p. [207]-219) and index.