Luka Jalen

Publication Activity (10 Years)

Years Active: 2008-2010
Publications (10 Years): 0

Publications

Paresh Date, Luka Jalen, Rogemar S. Mamon
A partially linearized sigma point filter for latent state estimation in nonlinear time series models. J. Comput. Appl. Math. 233 (10) (2010)
Luka Jalen, Rogemar S. Mamon
Valuation of contingent claims with mortality and interest rate risks. Math. Comput. Model. 49 (9-10) (2009)
Paresh Date, Luka Jalen, Rogemar S. Mamon
A new algorithm for latent state estimation in non-linear time series models. Appl. Math. Comput. 203 (1) (2008)
Paresh Date, Rogemar S. Mamon, Luka Jalen
A new moment matching algorithm for sampling from partially specified symmetric distributions. Oper. Res. Lett. 36 (6) (2008)