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Publications by Antoon Pelsser

A Comparison of Single Factor Markov-Functional and Multi Factor Market Models

Review of Derivatives Research

English

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A Comparison of Bovine Prothrombin, Factor IX (Christmas Factor), and Factor X (Stuart Factor)

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Establishment and Application of Multi-Factor Pricing Model in China A-Shares Market

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Analyzing Business and Financial Cycles Using Multi-Level Factor Models

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A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions

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