![](/img/cover-not-exists.png)
Kalman filter estimation for valuing nontrading securities, with applications to the MMI cash-future spread on October 19 and 20, 1987
Gilbert W. Bassett, Virginia G. France, Stanley R. PliskaVolume:
1
Language:
english
Pages:
17
DOI:
10.1007/bf02409668
Date:
March, 1991
File:
PDF, 885 KB
english, 1991