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Chapter title |
Application of Extended Kalman Filter to SPD Estimation
|
---|---|
Chapter number | 11 |
Book title |
Applied Quantitative Finance
|
Published by |
Springer, Berlin, Heidelberg, January 2009
|
DOI | 10.1007/978-3-540-69179-2_11 |
Book ISBNs |
978-3-54-069177-8, 978-3-54-069179-2
|
Authors |
Zdeněk Hlávka, Marek Svojik, Hlávka, Zdeněk, Svojik, Marek |