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~person:"Abergel, Frédérik"
~subject:"Infinitesimalrechnung"
~subject:"Nichtlineare Regression"
~subject:"State space model"
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Abergel, Frédérik
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Non-linear filtering and optimal investment under partial information for stochastic volatility models
Ibrahim, Dalia
;
Abergel, Frédérik
- In:
Mathematical methods of operations research
87
(
2018
)
3
,
pp. 311-346
Persistent link: https://www.econbiz.de/10011874006
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