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092065 (E51) On some filtering problems arising in mathematical finance : Damiano Brigo, Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Research Centre at Aarhus University, also supported by the Danish Science Research Council and the Centre for Analytical Finance

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
77 KB
Volume
20
Category
Article
ISSN
0167-6687

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