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Issue Date | Title | Author(s) |
---|---|---|
2014 | A fast calibrating volatility model for option pricing | Date, P; Islyaev, S |
2014 | An exact minimum variance filter for a class of discrete time systems with random parameter perturbations | Ponomareva, K; Date, P |
2014 | Generalised risk-sensitive control with full and partial state observation | Date, P; Gashi, B |
2014 | Measuring the risk of a nonlinear portfolio with fat tailed risk factors through probability conserving transformation | Date, P; Bustreo, R |
2014 | Controllability and controller-observer design for a class of linear time-varying systems | Date, P; Gashi, B |
2014 | The mathematics of filtering and its applications | Messina, E; Date, P |