A two factor arbitrage model with optimal filtering behavior

Fornari, F. & Mele, A. (1994). A two factor arbitrage model with optimal filtering behavior. Statistica, 54(3), 293-312.
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Item Type Article
Copyright holders © 1994 Alma Mater Studiorum, Università di Bologna
Departments LSE > Academic Departments > Finance
Date Deposited 26 Jun 2012
URI https://researchonline.lse.ac.uk/id/eprint/44482

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