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Results 11-20 of 41 (Search time: 0.001 seconds).
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Issue Date
Title
Author(s)
2004
A recursive filter-based algorithm for maximum likelihood localisation of narrow-band autoregressive sources
Malcolm, W.
;
Elliott, R.
;
Asilomar Conference on Signals, Systems & Computers (38th : 2004 : Pacific Grove, California)
2004
Multi-sensor tracking of a vehicle on a grid
Sworder, D.
;
Boyd, J.
;
Hutchins, R.
;
Elliott, R.
;
Asilomar Conference on Signals, Systems & Computers (38th : 2004 : Pacific Grove, California)
2003
Receivers for multi-mode channels
Sworder, D.
;
Boyd, J.
;
Hutchins, R.
;
Elliott, R.
;
Asilomar Conference on Signals, Systems & Computers (37th : 2003 : Pacific Grove, California)
2001
Bearing-only tracking from a stationary platform
Sworder, D.
;
Boyd, J.
;
Hutchins, R.
;
Elliott, R.
2004
Robust M-ary detection filters and smoothers for continuous-time jump Markov systems
Elliott, R.
;
Malcolm, W.
2001
A comparison of recursive angle-only target tracking algorithms
Elliott, R.
;
Dufour, F.
;
Malcolm, W.
;
Drummond, O.
;
Signal and Data Processing of Small Targets (2001 : San Diego, California)
2003
Hybrid M-ary detection in target tracking
Sworder, D.
;
Boyd, J.
;
Hutchins, R.
;
Elliott, R.
;
Asilomar Conference on Signals, Systems & Computers (37th : 2003 : Pacific Grove, California)
2005
Multi-sensor tracking of a vehicle on a grid-II
Sworder, D.
;
Boyd, J.
;
Hutchins, R.
;
Elliott, R.
;
Asilomar Conference on Signals, Systems & Computers (39th : 2005 : Pacific Grove, California)
2005
New Gaussian mixture state estimation schemes for discrete time hybrid Gauss-Markov systems
Elliott, R.
;
Dufour, F.
;
Malcolm, W.
;
Jayasuriya, S.
;
American Control Conference (2005 : Portland, Oregon, USA)
2007
Pricing options and variance swaps in Markov-Modulated Brownian markets
Elliott, R.
;
Swishchuk, A.
;
Mamon, R.
;
Elliott, R.
Discover
Author
8
Malcolm, W.
7
Siu, T.
5
Boyd, J.
5
Hutchins, R.
5
Sworder, D.
4
Dufour, F.
4
Mamon, R.
3
Miao, H.
2
Aggoun, L.
2
Asilomar Conference on Signals, S...
.
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Subject
2
Asset pricing
2
Change of measure
2
Change of measures
2
Esscher transform
2
Exponential affine form
2
Reference probability
2
Regime-switching HJB equation
2
Stochastic differential game
1
American options
1
American put option
.
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