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Browsing by Author Mamon, R

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Showing results 1 to 7 of 7
Issue DateTitleAuthor(s)
2008Applications of hidden Markov models in financial modellingMamon, R; Erlwein, Christina
2010A linear algebraic method for pricing temporary life annuities and insurance policiesDate, P; Mamon, R; Jalen, L; Wang, IC
2008A new algorithm for latent state estimation in nonlinear time series modelsDate, P; Jalen, L; Mamon, R
2008A new moment matching algorithm for sampling from partially specified symmetric distributionsDate, P; Mamon, R; Jalen, L
2010A partially linearized sigma point filter for latent state estimation in nonlinear time series modelsDate, P; Jalen, L; Mamon, R
2009Some contributions to filtering theory with applications in financial modellingMamon, R; Jalen, Luka
2007Valuation of cash flows under random rates of interest: A linear algebraic approachDate, P; Mamon, R; Wang, C
Showing results 1 to 7 of 7