Research output per year
Research output per year
Search results
-
2016
Extrinsic projection of Itô SDEs on submanifolds with applications to non-linear filtering
Armstrong, J. & Brigo, D., 24 Nov 2016, (E-pub ahead of print) Computational information geometry for image and signal processing. Nielsen, F., Critchley, F. & Dodson, K. (eds.). Springer, p. 101-120 ( Signals and Communication Technology).Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
Open AccessFile247 Downloads (Pure) -
2011
Limits of Implied Credit Correlation Metrics Before and During the Crisis
Brigo, D., Pallavicini, A. & Torresetti, R., 2011, Lessons from the Financial Crisis: Insights from the defining economic event of our lifetime. Risk Books, p. 1 - 1 1 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter