A new algorithm for latent state estimation in non-linear time series models. - Paresh Date; Luka Jalen; Rogemar S. Mamon (Appl. Math. Comput., 2008)

A new moment matching algorithm for sampling from partially specified symmetric distributions. - Paresh Date; Rogemar S. Mamon; Luka Jalen (Oper. Res. Lett., 2008)

Valuation of contingent claims with mortality and interest rate risks. - Luka Jalen; Rogemar S. Mamon (Math. Comput. Model., 2009)

A partially linearized sigma point filter for latent state estimation in nonlinear time series models. - Paresh Date; Luka Jalen; Rogemar S. Mamon (J. Comput. Appl. Math., 2010)