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- 2012
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Mark
Independent Spike Models: Estimation and Validation
(
- Contribution to journal › Article
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Mark
Modeling extreme dependence between European electricity markets
(
- Contribution to journal › Article
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Mark
Model uncertainty, Model selection and Option Valuation
(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
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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
-
Mark
Efficient Iterated Filtering
(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
- 2011
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Mark
On the Convergence of Higher Order Hedging Schemes: The Delta-Gamma Case
(
- Contribution to journal › Article
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Mark
Modeling spike and drops dependence in european electricity markets
2011) EWEA 2011(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
- 2010
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Mark
On Prediction of Bivariate Extremes
(
- Contribution to journal › Article
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Mark
Implications of parameter uncertainty on option prices
(
- Contribution to journal › Article
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Mark
Evaluating independent spike models
(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding