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Issue Date | Title | Author(s) |
---|---|---|
2011 | Linear and nonlinear filtering in mathematical finance: a review | Date, P; Ponomareva, K |
2015 | An algorithm for moment-matching scenario generation with application to financial portfolio optimization | Date, P; Ponomareva, K; Roman, D |
2013 | Higher order sigma point filter: A new heuristic for nonlinear time series filtering | Ponomareva, K; Date, P |
2014 | An exact minimum variance filter for a class of discrete time systems with random parameter perturbations | Ponomareva, K; Date, P |
2011 | Linear and non-linear filtering in mathematical finance: A review | Date, P; Ponomareva, K |
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