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Methods for estimating continuous time rational expectations models from discrete time data
Hansen, Lars Peter, (1980)
Strong convergence of least squares learning to rational expectations
Margaritis, Dimitris, (1987)
Learning and convergence to a noisy rational expectations equilbrium in an asset market model
An integrated axiomatic approach to the existence of ordinal and cardinal utility functions
Jarrow, Robert A., (1987)
Beliefs and arbitrage pricing
Pricing interest rate options
Jarrow, Robert A., (1995)