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scientific article; zbMATH DE number 1867097 - MaRDI portal

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Publication:4792531

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zbMath1028.91019MaRDI QIDQ4792531

Sara Pasquali, Wolfgang J. Runggaldier, Carl Chiarella

Publication date: 11 February 2003

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

zbMATH Keywords

market price of risk Markovian model estimation problem filtering framework

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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