8.2 Under (8.32) and (8.33), derive the recursive formula of PNk,N , k = 1, 2,

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8.2 Under (8.32) and (8.33), derive the recursive formula of PN−k,N , k =

1, 2, · · · ,N − 1, for the model (8.28).

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Optimal Statistical Inference In Financial Engineering

ISBN: 9781584885917

1st Edition

Authors: Masanobu Taniguchi, Junichi Hirukawa, Kenichiro Tamaki

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