Kellerhals, B. Philipp, <br/><br/>
Financial pricing models in continuous time and Kalman filtering / 
B. Philipp Kellerhals. 
 - Berlin ;  New York :  Springer,  c2001. 
 - xiv, 247 p. :  ill. ;  24 cm. 
 - Lecture notes in economics and mathematical systems ;  506 .
<br/><br/>Includes bibliographical references (p. [231]-247). 
<br/><br/><label>ISBN: </label>3540423648 (pbk.) 
<br/><br/><label>LCCN: </label>2001049715 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance--Mathematical models.<br/>Investments--Mathematical models.<br/>Prices--Mathematical models.<br/>Kalman filtering.
<br/><br/><label>LC Class. No.: </label>HG176.5  / .K45 2001 
<br/><br/><label>Dewey Class. No.: </label>332/.01/5118