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Capponi, Agostino (2009) Credit Risk and Nonlinear Filtering: Computational Aspects and Empirical Evidence. Dissertation (Ph.D.), California Institute of Technology. doi:10.7907/7XV3-9Q45.

Capponi, Agostino (2006) Estimation Problems in Sense and Respond Systems. Master's thesis, California Institute of Technology. doi:10.7907/YZF9-ZN10.

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