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

@article{Brigo:1998,
author = {Brigo, D and Hanzon, B},
journal = {Insurance: Mathematics and Economics},
pages = {53--64},
title = {On some filtering problems arising in mathematical finance},
volume = {22},
year = {1998}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Brigo,D
AU - Hanzon,B
EP - 64
PY - 1998///
SP - 53
TI - On some filtering problems arising in mathematical finance
T2 - Insurance: Mathematics and Economics
VL - 22
ER -