Explicit Solution of a Non-Linear Filtering Problem for...

Applied Mathematics & Optimization 2004 / 08 Vol. 50; Iss. 2

Explicit Solution of a Non-Linear Filtering Problem for Lévy Processes with Application to Finance

Thilo Meyer-Brandis, Frank Proske
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
50
Language:
english
Pages:
16
Journal:
Applied Mathematics and Optimization
DOI:
10.1007/s00245-004-0798-6
Date:
August, 2004
File:
PDF, 262 KB
english, 2004
Conversion to is in progress
Conversion to is failed