![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Author: Bo Lijun Wang Yongjin Yang Xuewei
Publisher: Routledge Ltd
ISSN: 1469-7688
Source: Quantitative Finance, Vol.11, Iss.3, 2011-03, pp. : 343-348
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Some applications of M-ary detection in quantitative finance
By Malcolm W. P. Elliott R. J.
Quantitative Finance, Vol. 10, Iss. 1, 2010-01 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Bayesian analysis of the factor model with finance applications
By Lee Sik-Yum Poon Wai-Yin Song Xin-Yuan
Quantitative Finance, Vol. 7, Iss. 3, 2007-06 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Power laws in economics and finance: some ideas from physics
Quantitative Finance, Vol. 1, Iss. 1, 2001-01 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Markov Decision Processes with Applications to Finance, by N. Bäuerle and U. Rieder
Quantitative Finance, Vol. 12, Iss. 1, 2012-01 ,pp. :