On the Relationship between Assumed Density Filters and Projection Filters

D. Brigo, B. Hanzon, F. LeGland

    Research output: Book / ReportReportProfessional

    Original languageEnglish
    Place of Publicationonbekend
    PublisherEconometrie (ECTRIE)
    Publication statusPublished - 1996

    Publication series

    NameTI Discussion Paper
    No.7/96/18

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