About Us - Filtered

filter4dABSTRACT Lappeenranta University of Technology Department of Mathematics and Physics Idrissa S. Amour On Variational Ensemble Kalman Filtering Thesis for the Degree of Master ofAn overview of Filtered Historical Simulation (FHS) By Giovanni Barone-Adesi & Kostas Giannopoulos. FHS is a scenario generating technique for speculative assets prices (risk factors).