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Statistical Validation of Multi-Agent Financial Models Using the H-Infinity Kalman Filter. (2021). Rigatos, G.
In: Computational Economics.
RePEc:kap:compec:v:58:y:2021:i:3:d:10.1007_s10614-020-10048-8.

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  1. Fast and Accurate Computation of the Regime-Switching Jump-Diffusion Option Prices Using Laplace Transform and Compact Difference with Convergence Guarantee. (2024). Chen, Yong.
    In: Computational Economics.
    RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10426-y.

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  2. Estimating the Likelihood of Financial Behaviours Using Nearest Neighbors. (2024). Mendes-Neves, Tiago ; Sousa, Ricardo ; Mendes-Moreira, Joo ; Seca, Diogo ; Ribeiro, Claudia.
    In: Computational Economics.
    RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10370-x.

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