검색결과 : 3건
No. | Article |
---|---|
1 |
Pricing of Claims in Discrete Time with Partial Information Dahl KR Applied Mathematics and Optimization, 68(2), 145, 2013 |
2 |
Optimal control problem associated with jump processes Ishikawa Y Applied Mathematics and Optimization, 50(1), 21, 2004 |
3 |
Explicit solution of a non-linear filtering problem for Levy processes with application to finance Meyer-Brandis T, Proske F Applied Mathematics and Optimization, 50(2), 119, 2004 |