On some filtering problems arising in mathematical finance

D. Brigo, B. Hanzon

Research output: Contribution to Journal › Article › Academic

Original language	English
Pages (from-to)	53-64
Number of pages	11
Journal	Insurance Mathematics & Economics
Volume	22
DOIs	https://doi.org/10.1016/S0167-6687(98)00008-0
Publication status	Published - 1998

Access to Document

@article{5924523510244fd99a69399ccb3e1367,

title = "On some filtering problems arising in mathematical finance",

author = "D. Brigo and B. Hanzon",

year = "1998",

doi = "10.1016/S0167-6687(98)00008-0",

language = "English",

volume = "22",

pages = "53--64",

journal = "Insurance Mathematics & Economics",

issn = "0167-6687",

publisher = "Elsevier",

}