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        - 2012
- 
                        Mark
        Inference for Non-linear Diffusions and Jump-Diffusions: A Monte Carlo EM approach
    (2012) 14th International Conference on Automatic Control, Modelling & Simulation (ACMOS '12) p.110-115- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
 
- 2011
- 
                        Mark
        Modeling spike and drops dependence in european electricity markets
    (2011) EWEA 2011- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
 
- 2010
- 
                        Mark
        Implications of parameter uncertainty on option prices
    
    - Contribution to journal › Article
 
- 
                        Mark
        Evaluating independent spike models
    
    - Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
 
- 
                        Mark
        Likelihood Inference in Jump Diffusion driven SDE's
    
    - Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
 
- 
                        Mark
        Predicting Wind Fields using Physical Models
    
    - Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
 
- 
                        Mark
        In-sample Properties of the Berkowitz Density Forecast Test
    
    - Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
 
- 2009
- 
                        Mark
        Non-Linear Portmanteau Tests
    (2009) 15th IFAC Symposium on System Identification- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
 
- 2008
- 
                        Mark
        Sequential Calibration of Options
    
    - Contribution to journal › Article
 
- 
                        Mark
        Estimating objective parameters in jump-diffusions
    (2008) Fifth World Congress of the Bachelier Finance Society- Contribution to conference › Paper, not in proceeding
 
