コンピュテーショナル・ファイナンスの参考文献

Beating a moving target (Sid Browne 1999)
http://www2.gsb.columbia.edu/divisions/dro/browne_research.html

Finding generators for Markov chains via empirical transition matrices with applications to credit ratings (Robert Israel , Jeferey Rosenthal, Jason Wei 2001)
http://www.math.ubc.ca/~israel/