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scientific article; zbMATH DE number 6415704
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scientific article; zbMATH DE number 6415704

    Statements

    author
    Cristiano Fernandes
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    C. Lima
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    Adrian Pizzinga
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    publication date
    16 March 2015
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    zbMATH Keywords
    futures prices
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    Kalman filter
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    oil derivative prices
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    state space models
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    91B25
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    91G20
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    93E11
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    zbMATH DE Number
    6415704
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