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Enlargement of Filtration and Additional Information in Pricing Models: Bayesian Approach

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Gasbarra, D., Valkeila, E., Vostrikova, L. (2006). Enlargement of Filtration and Additional Information in Pricing Models: Bayesian Approach. In: From Stochastic Calculus to Mathematical Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-30788-4_13

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