✦ LIBER ✦
Kalman filter estimation for valuing nontrading securities, with applications to the MMI cash-future spread on October 19 and 20, 1987
✍ Scribed by Gilbert W. Bassett; Virginia G. France; Stanley R. Pliska
- Book ID
- 105564343
- Publisher
- Springer US
- Year
- 1991
- Tongue
- English
- Weight
- 885 KB
- Volume
- 1
- Category
- Article
- ISSN
- 0924-865X
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