The following pages link to Paresh Date (Q257231):
Displaying 25 items.
- Pricing and risk management of interest rate swaps (Q257234) (← links)
- A fast calibrating volatility model for option pricing (Q319158) (← links)
- Electricity futures price models: calibration and forecasting (Q319946) (← links)
- A partially linearized sigma point filter for latent state estimation in nonlinear time series models (Q847249) (← links)
- Higher order sigma point filter: a new heuristic for nonlinear time series filtering (Q905348) (← links)
- Regime switching volatility calibration by the Baum-Welch method (Q989132) (← links)
- Adaptive sparse-grid Gauss-Hermite filter (Q1639552) (← links)
- Positivity-preserving \(H_\infty\) model reduction for positive systems (Q2276130) (← links)
- Quadrature filters for one-step randomly delayed measurements (Q2293467) (← links)
- Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting (Q2378387) (← links)
- Generalised risk-sensitive control with full and partial state observation (Q2434781) (← links)
- Controllability and controller-observer design for a class of linear time-varying systems (Q2434782) (← links)
- Risk-sensitive control for a class of nonlinear systems with multiplicative noise (Q2439158) (← links)
- A bound on closed-loop performance based on finite-frequency response samples (Q2504543) (← links)
- On validating closed-loop behaviour from noisy frequency-response measurements (Q2504559) (← links)
- A new algorithm for latent state estimation in non-linear time series models (Q2518712) (← links)
- Two methods for optimal investment with trading strategies of finite variation (Q2909351) (← links)
- A Modified Bayesian Filter for Randomly Delayed Measurements (Q2979299) (← links)
- Medium-term horizon volatility forecasting: A comparative study (Q3607868) (← links)
- A combined iterative scheme for identification and control redesigns (Q4651767) (← links)
- Forecasting crude oil futures prices using global macroeconomic news sentiment (Q5000454) (← links)
- Nonlinear Estimation (Q5227339) (← links)
- News augmented GARCH(1,1) model for volatility prediction (Q5234129) (← links)
- Measuring the risk of a non-linear portfolio with fat-tailed risk factors through a probability conserving transformation (Q5382685) (← links)
- Stabilization and optimal control for discrete-time Markov jump linear system with multiplicative noises and input delays: a complete solution (Q6588563) (← links)
