Department of Mathematics and Systems Analysis


Research reports by Lioudmila Vostrikova

Here are the reports authored by Lioudmila Vostrikova. See the reports of all authors.

Helsinki University of Technology Institute of Mathematics Research Reports A

Dario Gasbarra, Esko Valkeila, Lioudmila Vostrikova
Enlargement of filtration and additional information in pricing models: a Bayesian approach   [pdf][ps] abstract: [pdf][ps]
Received 2004-10-22 * dynamical Bayesian modelling, enlargement of filtration, asymmetric information, Levy processes * AMS 60G44, 91B28, 62B10 * 30 pages

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