Use filters to refine the search results.
Results 1-6 of 6 (Search time: 0.011 seconds).
|2013||Filtering and forecasting commodity futures prices under an HMM framework||Date, P; Mamon, R; Tenyakov, A|
|2010||A linear algebraic method for pricing temporary life annuities and insurance policies||Date, P; Mamon, R; Jalen, L; Wang, IC|
|2008||A new moment matching algorithm for sampling from partially specified symmetric distributions||Date, P; Mamon, R; Jalen, L|
|2007||Valuation of cash flows under random rates of interest: A linear algebraic approach||Date, P; Mamon, R; Wang, C|
|2008||A new algorithm for latent state estimation in nonlinear time series models||Date, P; Jalen, L; Mamon, R|
|2010||A partially linearized sigma point filter for latent state estimation in nonlinear time series models||Date, P; Jalen, L; Mamon, R|