On some filtering problems arising in mathematical finance
| Year of publication: |
1998
|
|---|---|
| Authors: | Brigo, Damiano ; Hanzon, Bernard |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 22.1998, 1, p. 53-64
|