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Hyndman, Cody - Department of Mathematics and Statistics, Concordia University
Gaussian Factor Models -Futures and Forward Prices Cody. B. Hyndman
Parameter estimation in commodity markets: a filtering approach Robert J. Elliott
A forward-backward SDE approach to affine models Cody Blaine Hyndman
Forward-backward SDEs and the CIR model Cody Blaine Hyndman 1
