Bayes estimation via filtering for a simple micro-movement model of asset price with discrete noises
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Publication:1000005
DOI10.1016/j.na.2005.02.105zbMath1221.62051MaRDI QIDQ1000005
Publication date: 4 February 2009
Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.na.2005.02.105
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