Imperial College London

ProfessorDamianoBrigo

Faculty of Natural SciencesDepartment of Mathematics

Chair in Mathematical Finance
 
 
 
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Contact

 

damiano.brigo

 
 
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Location

 

805Weeks BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@inproceedings{Brigo:1998:10.1016/S0167-6687(98)00008-0,
author = {Brigo, D and Hanzon, B},
doi = {10.1016/S0167-6687(98)00008-0},
pages = {53--64},
publisher = {ELSEVIER SCIENCE BV},
title = {On some filtering problems arising in mathematical finance},
url = {http://dx.doi.org/10.1016/S0167-6687(98)00008-0},
year = {1998}
}

RIS format (EndNote, RefMan)

TY  - CPAPER
AU - Brigo,D
AU - Hanzon,B
DO - 10.1016/S0167-6687(98)00008-0
EP - 64
PB - ELSEVIER SCIENCE BV
PY - 1998///
SN - 0167-6687
SP - 53
TI - On some filtering problems arising in mathematical finance
UR - http://dx.doi.org/10.1016/S0167-6687(98)00008-0
UR - http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000074096400006&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
ER -