Jonas Ströjby
1 – 8 of 8
- show: 10
- |
- sort: year (new to old)
Close
Embed this list
<iframe src=" "
width=" "
height=" "
allowtransparency="true"
frameborder="0">
</iframe>
- 2011
- Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators (
- 2010
- On inference in partially observed Markov models using sequential Monte Carlo methods (
- Likelihood Inference in Jump Diffusion driven SDE's (
- 2009
- Non-Linear Portmanteau Tests (
- 2008
- Sequential Calibration of Options (
- Estimating objective parameters in jump-diffusions (
- 2006
- Adaptive Calibration of Risk Neutral Parameters with Applications to Option Valuation (
- Calibration of Option Valuation Models using Sequential Monte Carlo Methods (