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The Role of Additional Information in Option Pricing: Estimation Issues for the State Space Model
Wang, Ren-Her, (2010)
The role of additional information in option pricing : estimation issues for the state space model
Wang, Ren-her, (2010)
Risk Management for Linear and Non-Linear Assets: A Bootstrap Method with Importance Resampling to Evaluate Value-at-Risk
Lin, Shih-Kuei, (2006)