A no arbitrage approach to Thiele's differential equation
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Publication:5942778
DOI10.1016/S0167-6687(00)00048-2zbMath0994.91032WikidataQ115339590 ScholiaQ115339590MaRDI QIDQ5942778
Publication date: 9 September 2001
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
60G35: Signal detection and filtering (aspects of stochastic processes)
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