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Found 3 papers in total
Linear and non‐linear filtering in mathematical finance: a review
2011
This paper presents a review of time series filtering and its applications in...
A mixed integer linear programming model for optimal sovereign debt issuance
2011
Governments borrow funds to finance the excess of cash payments or interest payments...
A new moment matching algorithm for sampling from partially specified symmetric distributions
2008
A new algorithm is proposed for generating scenarios from a partially specified...
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