Nonlinear Filtering of Stochastic Differential Equations with Jumps
Year: 2002
Type: preprint
Source: SSRN Electronic Journal
DOI: 10.2139/ssrn.334601
Institutions: Columbia University, Georgetown University, University of Chicago
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W1531320667