Financial Mathematics Group
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- 2015
-
Mark
Behavior of Extreme Dependence between Stock Markets when the Regime Shifts
(
- Contribution to specialist publication or newspaper › Specialist publication article
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Mark
BENCHOP—The BENCHmarking project in Option Pricing
(
- Contribution to journal › Article
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Mark
Stylised facts of financial time series and hidden Markov models in continuous time
(
- Contribution to journal › Article
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Mark
Regime-Based Versus Static Asset Allocation: Letting the Data Speak
(
- Contribution to journal › Article
-
Mark
Statistics for Finance
2015) In Chapman & Hall/CRC Texts in Statistical Science(
- Book/Report › Book
-
Mark
Stylized Facts of Financial Time Series and Hidden Markov Models with Time-Varying Parameters
2015) 22nd International Conference on Forecasting Financial Markets(
- Contribution to conference › Paper, not in proceeding
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Mark
Stylized facts of financial time series hidden Markov models with time varying parameters
2015) 22nd International Forecasting Financial Markets Conference(
- Contribution to conference › Paper, not in proceeding
-
Mark
Kernel-based Estimate of the Insulin Action of Rapid-Acting Insulin in Home-Monitored Data
(
- Contribution to journal › Article
- 2014
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Mark
Tuned Sequential Calibration of Options
2014) Euro Working Group for Commodities and Financial Modelling 2014 (EWGCFM 14)(
- Contribution to conference › Paper, not in proceeding
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Mark
Fast Simultaneous Calibration and Quadratic Hedging under Parameter Uncertainty
2014) 8th World Congress of the Bachelier Finance Society(
- Contribution to conference › Abstract