Browsing by Subject Change of measure
Showing results 1 to 2 of 2
Issue Date | Title | Author(s) |
---|---|---|
2013 | Filtering and forecasting commodity futures prices under an HMM framework | Date, P; Mamon, R; Tenyakov, A |
2014 | Generalised risk-sensitive control with full and partial state observation | Date, P; Gashi, B |