The Kalman Filter in Finance - C. Wells.
Stadler, M.
Metrika, Tome 47 (1998), p. 268-271 / Harvested from Göttinger Digitalisierungszentrum
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Publié le : 1998-01-01
EUDML-ID : urn:eudml:doc:176775 
@article{GDZPPN002469626,
     title = {The Kalman Filter in Finance -  C. Wells.},
     journal = {Metrika},
     volume = {47},
     year = {1998},
     pages = {268-271},
     url = {http://dml.mathdoc.fr/item/GDZPPN002469626}
}

Stadler, M. The Kalman Filter in Finance -  C. Wells.. Metrika, Tome 47 (1998) pp. 268-271. http://gdmltest.u-ga.fr/item/GDZPPN002469626/