| Publication | Date of Publication | Type |
|---|
| scientific article; zbMATH DE number 7587666 (Why is no real title available?) | 2022-09-19 | Paper |
| scientific article; zbMATH DE number 7587711 (Why is no real title available?) | 2022-09-19 | Paper |
| scientific article; zbMATH DE number 7587745 (Why is no real title available?) | 2022-09-19 | Paper |
| scientific article; zbMATH DE number 7587756 (Why is no real title available?) | 2022-09-19 | Paper |
On mean-variance hedging of bond options with stochastic risk premium factor
Applied Mathematics and Optimization | 2014-12-12 | Paper |
| Adaptive mean-variance hedging of Bond options with stochastic risk term | 2012-06-04 | Paper |
| Filtering and identification of parabolic type factor model with stochastic volatility | 2010-08-24 | Paper |
Identification of affine term structures from yield curve data
International Journal of Theoretical and Applied Finance | 2010-05-27 | Paper |
Filtering and identification of Heston's stochastic volatility model and its market risk
Journal of Economic Dynamics and Control | 2008-12-12 | Paper |
STOCHASTIC HYPERBOLIC DYNAMICS FOR INFINITE‐DIMENSIONAL FORWARD RATES AND OPTION PRICING
Mathematical Finance | 2005-08-17 | Paper |
| scientific article; zbMATH DE number 1532120 (Why is no real title available?) | 2002-11-14 | Paper |
Estimation of stochastic volatility in the Hull-White model
Applied Mathematical Finance | 2002-09-05 | Paper |
On the Mortensen equation for maximum likelihood state estimation
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
| scientific article; zbMATH DE number 683371 (Why is no real title available?) | 1999-11-08 | Paper |
| scientific article; zbMATH DE number 1222391 (Why is no real title available?) | 1999-03-07 | Paper |
Nonlinear smoothing for random fields
Stochastic Processes and their Applications | 1995-03-20 | Paper |
Maximum Likelihood Estimator for Two-Point Boundary Value Process
SIAM Journal on Control and Optimization | 1993-08-08 | Paper |
Parameter identification for hyperbolic stochastic systems
Journal of Mathematical Analysis and Applications | 1992-09-27 | Paper |
Infinite dimensional parameter identification for stochastic parabolic systems
Statistics & Probability Letters | 1989-01-01 | Paper |
Parameter identification for stochastic diffusion equations with unknown boundary conditions
Applied Mathematics and Optimization | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4210032 (Why is no real title available?) | 1988-01-01 | Paper |
A method for parameter estimation of a class of nonlinear distributed systems under noisy observations
Automatica | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3653057 (Why is no real title available?) | 1978-01-01 | Paper |
On stochastic observability and controllability for nonlinear distributed parameter systems
Information and Control | 1977-01-01 | Paper |
On the stochastic observability and controllability for non-linear systems†
International Journal of Control | 1975-01-01 | Paper |
The stochastic observability for noisy non-linear stochastic systems†
International Journal of Control | 1975-01-01 | Paper |
On stochastic controllability for nonlinear systems
IEEE Transactions on Automatic Control | 1974-01-01 | Paper |
