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