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scientific article; zbMATH DE number 1342043 - MaRDI portal

scientific article; zbMATH DE number 1342043

From MaRDI portal
Publication:4263613

zbMath0936.91020MaRDI QIDQ4263613

No author found.

Publication date: 21 November 1999


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

hedgingincomplete marketshidden Markov modelsrisk-minimizationstochastic filteringpartial observation


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (2)

On some filtering problems arising in mathematical finance ⋮ A benchmark approach to filtering in finance




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