Approximations of a Continuous Time Filter. Application to Optimal Allocation Problems in Finance (Q3625462)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximations of a Continuous Time Filter. Application to Optimal Allocation Problems in Finance |
scientific article |
Statements
Approximations of a Continuous Time Filter. Application to Optimal Allocation Problems in Finance (English)
0 references
5 May 2009
0 references
applications in optimization
0 references
filtering
0 references
