Mathematical Finance-lup-obsolete
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- 2015
-
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
- 2014
-
Mark
Filtering and Parameter Estimation of Partially Observed Diffusion Processes Using Gaussian RBFs
2014) 2014 SIAM Conference on Financial Mathematics and Engineering In [Publication information missing](
- Contribution to journal › Published meeting abstract
-
Mark
Fast Simultaneous Calibration and Quadratic Hedging under Parameter Uncertainty
2014) 8th World Congress of the Bachelier Finance Society(
- Contribution to conference › Abstract
-
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
-
Mark
Fast Valuation of Options Under Parameter Uncertainty
2014) 21st International Forecasting Financial Markets Conference(
- Contribution to conference › Paper, not in proceeding
-
Mark
A fast adjoint-based quasi-likelihood parameter estimation method for diffusion processes
(
- Contribution to journal › Published meeting abstract
- 2013
-
Mark
Simultaneous Calibration and Quadratic Hedging of Options
(
- Contribution to journal › Article
-
Mark
Tuned iterated filtering
(
- Contribution to journal › Article
-
Mark
Semiparametric lag dependent functions
(
- Contribution to journal › Article
-
Mark
Simultaneous Calibration and Quadratic Hedging of Options
2013) 8th BMRC - QASS Conference on Macro and Financial Economics(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding