Information-based model with noisy anticipation and its application in finance (Q1627837)

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Information-based model with noisy anticipation and its application in finance
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    Information-based model with noisy anticipation and its application in finance (English)
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    3 December 2018
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    information-based pricing model
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    commodity pricing
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    multidimensional asset pricing
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    convenience yield
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    Markov process
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