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- 2014
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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
-
Mark
Degradation of Covariance Reconstruction-Based Adaptive Beamformers
2014) Sensor Signal Processing for Defense - SSPD Conference 2014(
- Contribution to conference › Paper, not in proceeding
-
Mark
Fast Simultaneous Calibration and Quadratic Hedging under Parameter Uncertainty
2014) 8th World Congress of the Bachelier Finance Society(
- Contribution to conference › Abstract
-
Mark
Stochastic Models Involving Second Order Lévy Motions
2014)(
- Thesis › Doctoral thesis (compilation)
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Mark
Forward variance dynamics: Bergomi’s model revisited.
(
- Contribution to journal › Article
-
Mark
Option pricing for stochastic volatility models : Vol-of-Vol expansion
(
- Contribution to journal › Article
-
Mark
Market making and portfolio liquidation under uncertainty
(
- Contribution to journal › Article
-
Mark
A fast adjoint-based quasi-likelihood parameter estimation method for diffusion processes
(
- Contribution to journal › Published meeting abstract
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Mark
Efficient Spectral Analysis in the Missing Data Case using Sparse ML Methods
2014) 22nd European Signal Processing Conference - EUSIPCO 2014(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
-
Mark
High resolution sparse estimation of exponentially decaying signals
2014) 2014 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP 2014) p.7203-7207(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding