"A Kalman filtering approach to the detection of option mispricing in ..."

Gerasimos G. Rigatos (2014)

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DOI: 10.1109/CIASG.2014.7011554

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-26

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Gerasimos G. Rigatos:
A Kalman filtering approach to the detection of option mispricing in electric power markets. CIASG 2014: 72-77

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