مرکز منطقه ای اطلاع رساني علوم و فناوري - On SDEs with marginal laws evolving in finite-dimensional exponential families

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 :

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 :