Thomas Mazzoni

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A first course in quantitative finance2017-11-15Paper
Consistent modeling of risk averse behavior with spectral risk measures
European Journal of Operational Research
2015-07-28Paper
Fast continuous-discrete DAF-filters
Journal of Time Series Analysis
2014-11-20Paper
Expected a posteriori estimation in finance2011-06-27Paper
Computational aspects of continuous-discrete extended Kalman-filtering
Computational Statistics
2011-02-22Paper


Research outcomes over time


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