scientific article; zbMATH DE number 1867097

MaRDI QIDQ4792531zbMATH OpenFDO

Authors Carl Chiarella, Sara Pasquali, Wolfgang J. Runggaldier

Publication date 11 February 2003

zbMATH Keywords

market price of riskMarkovian modelestimation problemfiltering framework

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Microeconomic theory (price theory and economic markets) (91B24)

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