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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.
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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Header DbId: msf
DbLabel: Mathematics Source
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PubType: Academic Journal
PubTypeId: academicJournal
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  Data: On the relation between linearity‐generating processes and linear‐rational models.
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  Data: <searchLink fieldCode="AR" term="%22Filipović%2C+Damir%22">Filipović, Damir</searchLink><relatesTo>1,2</relatesTo> (AUTHOR)<i> damir.filipovic@epfl.ch</i><br /><searchLink fieldCode="AR" term="%22Larsson%2C+Martin%22">Larsson, Martin</searchLink><relatesTo>3</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Trolle%2C+Anders+B%2E%22">Trolle, Anders B.</searchLink><relatesTo>4</relatesTo> (AUTHOR)
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  Data: <searchLink fieldCode="JN" term="%22Mathematical+Finance%22">Mathematical Finance</searchLink>. Jul2019, Vol. 29 Issue 3, p804-826. 23p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=137027485
RecordInfo BibRecord:
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    Identifiers:
      – Type: doi
        Value: 10.1111/mafi.12198
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      – Code: eng
        Text: English
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        PageCount: 23
        StartPage: 804
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      – TitleFull: On the relation between linearity‐generating processes and linear‐rational models.
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            NameFull: Filipović, Damir
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            NameFull: Larsson, Martin
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            NameFull: Trolle, Anders B.
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            – D: 01
              M: 07
              Text: Jul2019
              Type: published
              Y: 2019
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              Value: 29
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            – TitleFull: Mathematical Finance
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