Approximations of a Continuous Time Filter. Application to Optimal Allocation Problems in Finance (Q3625462): Difference between revisions

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Revision as of 13:04, 5 March 2024

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Approximations of a Continuous Time Filter. Application to Optimal Allocation Problems in Finance
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    Approximations of a Continuous Time Filter. Application to Optimal Allocation Problems in Finance (English)
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    5 May 2009
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    applications in optimization
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    filtering
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