A Kalman filtering approach for detection of option mispricing in the Black-Scholes PDE model - researchr publication

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Gerasimos G. Rigatos. A Kalman filtering approach for detection of option mispricing in the Black-Scholes PDE model. In IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2014, London, UK, March 27-28, 2014. pages 378-383, IEEE, 2014. [doi]

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