Linear filtering of systems with memory and application to finance.
Inoue, A. ; Nakano, Y. ; Anh, V.
Journal of Applied Mathematics and Stochastic Analysis, Tome 2006 (2006), / Harvested from The Electronic Library of Mathematics
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Publié le : 2006-01-01
DOI : https://doi.org/10.1155/JAMSA/2006/53104
EUDML-ID : urn:eudml:doc:45046 
@article{05050262,
     title = {Linear filtering of systems with memory and application to finance.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {2006},
     year = {2006},
     doi = {10.1155/JAMSA/2006/53104},
     zbl = {1184.91212},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05050262}
}

Inoue, A.; Nakano, Y.; Anh, V. Linear filtering of systems with memory and application to finance.. Journal of Applied Mathematics and Stochastic Analysis, Tome 2006 (2006) . doi : 10.1155/JAMSA/2006/53104. http://gdmltest.u-ga.fr/item/05050262/