Title of article
On SDEs with marginal laws evolving in finite-dimensional exponential families
Author/Authors
Damiano Brigo، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2000
Pages
8
From page
127
To page
134
Keywords
Finite dimensional lters , Stochastic di erential equations , Exponential families , option pricing , Stock price models , Nonlinear ltering
Journal title
Statistics and Probability Letters
Serial Year
2000
Journal title
Statistics and Probability Letters
Record number
139419
Link To Document