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:1997,
author = {Brigo, D and LeGland, F},
pages = {1643--1644},
publisher = {IEEE},
title = {A finite dimensional filter with exponential conditional density},
url = {http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000072164400330&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202},
year = {1997}
}

RIS format (EndNote, RefMan)

TY  - CPAPER
AU - Brigo,D
AU - LeGland,F
EP - 1644
PB - IEEE
PY - 1997///
SN - 0191-2216
SP - 1643
TI - A finite dimensional filter with exponential conditional density
UR - http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000072164400330&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
ER -