4‐D‐Var or ensemble Kalman filter? - On Library

filter4dAn overview of Filtered Historical Simulation (FHS) By Giovanni Barone-Adesi & Kostas Giannopoulos. FHS is a scenario generating technique for speculative assets prices (risk factors).FILTERED meaning: 1. past simple and past participle of filter 2. to appear or happen gradually or to a limited…. Learn more.