Martingale measures and partially observable diffusions 

Authors: N. El Karoui ^a; M. Jeanblac-Picqu ^b

Affiliations:	a Laboratoire de Probabilits, Universit Paris VI, Paris Cedex 05
	b Centre de Mathmatiques et leurs Applications, L.A.M.M.-E.N.S de Cachan, Cachan Cedex

DOI: 10.1080/07362999108809232

Publication Frequency: 6 issues per year

Published in: Stochastic Analysis and Applications, Volume 9, Issue 2 1991 , pages 147 - 176

Subjects: Statistics & Probability; Stochastic Models & Processes;

Formats available: PDF (English)

Article Requests: Order Reprints : Request Permissions

• Sign In
• Online Sample

Recommending 'Martingale measures and partially observable diffusions'

This service is temporarily unavailable.

Please copy the URL in your address bar and email it direct to your colleague or librarian to recommend this resource.