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- 2019
-
Mark
BENCHOP–SLV : the BENCHmarking project in Option Pricing–Stochastic and Local Volatility problems
2019) In International Journal of Computer Mathematics(
- Contribution to journal › Article
-
Mark
Likelihood-free stochastic approximation EM for inference in complex models
(
- Contribution to journal › Article
- 2018
-
Mark
Accelerating delayed-acceptance Markov chain Monte Carlo algorithms
2018)(
- Working paper/Preprint › Working paper
-
Mark
Coupling stochastic EM and approximate Bayesian computation for parameter inference in state-space models
(
- Contribution to journal › Article
- 2017
-
Mark
Approximate maximum likelihood estimation using data-cloning ABC
(
- Contribution to journal › Article
- 2014
-
Mark
Inference for SDE models via Approximate Bayesian Computation
(
- Contribution to journal › Article
- 2012
-
Mark
A Monte Carlo EM algorithm for discretely observed Diffusions, Jump-diffusions and Lévy-driven Stochastic Differential Equations
2012) In International Journal of Mathematical Models and Methods in Applied Sciences 6(5). p.643-651(
- Contribution to journal › Article
- 2011
-
Mark
Practical estimation of high dimensional stochastic differential mixed-effects models
(
- Contribution to journal › Article
- 2003
-
Mark
Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Levy processes
(
- Contribution to journal › Article
- 2001
-
Mark
Approximation of Infinitely Divisible Random Variables with Application to the Simulation of Stochastic Processes
2001)(
- Thesis › Doctoral thesis (compilation)