On the relation between linearity‐generating processes and linear‐rational models.
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| Title: | On the relation between linearity‐generating processes and linear‐rational models. |
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| Authors: | Filipović, Damir1,2 (AUTHOR) damir.filipovic@epfl.ch, Larsson, Martin3 (AUTHOR), Trolle, Anders B.4 (AUTHOR) |
| Source: | Mathematical Finance. Jul2019, Vol. 29 Issue 3, p804-826. 23p. |
| Database: | Mathematics Source |
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| ISSN: | 09601627 |
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| DOI: | 10.1111/mafi.12198 |
