Martingale measures and partially observable diffusions
Authors:
N. El Karoui a;
M. Jeanblac-Picqu
b
b
| Affiliations: | a Laboratoire de Probabilit s, Universit Paris VI, Paris Cedex 05 |
b Centre de Math matiques et leurs Applications, L.A.M.M.-E.N.S de Cachan, Cachan Cedex |
DOI:
10.1080/07362999108809232
Publication Frequency:
6 issues per year
Formats available:
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(English)
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| DOI | http://dx.doi.org/10.1080/07362999108809232 |
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