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Brownian motion
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conditional probability density
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filtering equation
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PRICING AND FILTERING IN A TWO-DIMENSIONAL DIVIDEND SWITCHING MODEL
GAPEEV, PAVEL V.
;
JEANBLANC, MONIQUE
- In:
International Journal of Theoretical and Applied …
13
(
2010
)
07
,
pp. 1001-1017
European contingent claims through the filtering estimates of occurrence of the
switching
times
and their conditional …
Persistent link: https://www.econbiz.de/10008725901
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