Browsing by Author Mamon, R
Showing results 4 to 8 of 8
< previous
Issue Date | Title | Author(s) |
---|---|---|
2008 | A new algorithm for latent state estimation in nonlinear time series models | Date, P; Jalen, L; Mamon, R |
2008 | A new moment matching algorithm for sampling from partially specified symmetric distributions | Date, P; Mamon, R; Jalen, L |
2010 | A partially linearized sigma point filter for latent state estimation in nonlinear time series models | Date, P; Jalen, L; Mamon, R |
2009 | Some contributions to filtering theory with applications in financial modelling | Jalen, Luka |
2007 | Valuation of cash flows under random rates of interest: A linear algebraic approach | Date, P; Mamon, R; Wang, C |