Linear and non-linear filtering in mathematical finance : a review
P. Date and K. Ponomareva
| Year of publication: |
2011
|
|---|---|
| Authors: | Date, Paresh ; Ponomareva, K. |
| Published in: |
IMA journal of management mathematics. - Oxford : Oxford Univ. Press, ISSN 1471-678X, ZDB-ID 2074812-7. - Vol. 22.2011, 3, p. 195-211
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| Subject: | Finanzmathematik | Mathematical finance | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009297153