On some filtering problems arising in mathematical finance
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Bibliographic InfoArticle provided by Elsevier in its journal Insurance: Mathematics and Economics.
Volume (Year): 22 (1998)
Issue (Month): 1 (May)
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Web page: http://www.elsevier.com/locate/inca/505554
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- Damiano Brigo & Mirela Predescu & Agostino Capponi, 2010. "Credit Default Swaps Liquidity modeling: A survey," Papers 1003.0889, arXiv.org, revised Mar 2010.
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