A two factor arbitrage model with optimal filtering behavior

Fornari, Fabio; and Mele, Antonio (1994) A two factor arbitrage model with optimal filtering behavior. Statistica, 54 (3). pp. 293-312. ISSN 1973-2201
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Item Type Article
Departments Finance
Date Deposited 26 Jun 2012 08:56
URI https://researchonline.lse.ac.uk/id/eprint/44482

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