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~subject:"State space model"
~subject:"Nichtlineare Regression"
~person:"Brigo, Damiano"
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State space model
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Brigo, Damiano
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Nonlinear valuation under credit, funding, and margins : existence, uniqueness, invariance, and disentanglement
Brigo, Damiano
;
Francischello, Marco
;
Pallavicini, Andrea
- In:
European journal of operational research : EJOR
274
(
2019
)
2
,
pp. 788-805
Persistent link: https://www.econbiz.de/10011990226
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