2022

Hoel, H., Shaimerdenova, G., & Tempone, R. (2022). Multi-index ensemble Kalman filtering. Journal of Computational Physics, 470, 111561. https://doi.org/10.1016/j.jcp.2022.111561

2021

Hoel, H., Shaimerdenova, G., & Tempone, R. (2021). Multi-index ensemble Kalman filtering. ArXiv. https://doi.org/10.48550/ARXIV.2104.07263

2020

Hoel, H., Shaimerdenova, G., & Tempone, R. (2020). Multilevel Ensemble Kalman Filtering based on a sample average of independent EnKF estimators. Foundations of Data Science, 2(4), 351–390. https://doi.org/10.3934/fods.2020017

2019

Capriotti, L., Jiang, Y., & Shaimerdenova, G. (2019) Approximation methods for inhomogeneous geometric Brownian motion. International Journal of Theoretical and Applied Finance, 22(02), 1850055. https://doi.org/10.1142/s0219024918500553