Optimal Filtering of Jump Diffusions: Extracting Latent States from Asset Prices
Year of publication: |
2013
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Authors: | Johannes, Michael S. ; Polson, Nicholas G. ; Stroud, Jonathan R. |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 22.2013, 7 (8.5.), p. 2759-2758
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Saved in:
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