Luka Jalen

A partially linearized sigma point filter for latent state estimation in nonlinear time series models

Paresh Date, Luka Jalen, Rogemar S. Mamon, 2010, J. Comput. Appl. Math..

A new algorithm for latent state estimation in non-linear time series models

Paresh Date, Luka Jalen, Rogemar S. Mamon, 2008, Appl. Math. Comput..

Valuation of contingent claims with mortality and interest rate risks

Luka Jalen, Rogemar S. Mamon, R. Mamon, 2009, Math. Comput. Model..

Some contributions to filtering theory with applications in financial modelling

Luka Jalen, Luka Jalen, 2009 .

A new moment matching algorithm for sampling from partially specified symmetric distributions

Paresh Date, Luka Jalen, Rogemar S. Mamon, 2008, Oper. Res. Lett..

Parameter Estimation in a Regime-Switching Model with Non-normal Noise

Rogemar Mamon, Luka Jalen, R. Mamon, 2014 .