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- 2019
-
Mark
Simulation and Estimation of Diffusion Processes : Applications in Finance
(
- Thesis › Doctoral thesis (compilation)
- 2018
-
Mark
Optimal adaptive sequential calibration of option models
(
- Chapter in Book/Report/Conference proceeding › Book chapter
-
Mark
A Variance-Reduced Multilevel Monte Carlo Algorithm for Maximum Likelihood Inference in Multivariate Diffusions
2018) 12th International Workshop on Rare-Event Simulation(
- Contribution to conference › Abstract
- 2016
-
Mark
Multilevel Monte Carlo Methods for Simulated Maximum Likelihood Inference in Multivariate Diffusions
2016) WORLD CONGRESS OF THE BACHELIER FINANCE SOCIETY(
- Contribution to conference › Paper, not in proceeding
- 2014
-
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