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~person:"Chib, Siddhartha"
~person:"Dassios, Angelos"
~subject:"Maximum likelihood"
~subject:"Simulation"
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Chib, Siddhartha
Dassios, Angelos
Joshi, Mark S.
10
Koopman, Siem Jan
9
Advani, Arun
7
Geweke, John
7
Stentoft, Lars
7
Słoczyński, Tymon
7
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6
Wang, Xiaoqun
6
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5
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5
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5
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4
Dijk, Herman K. van
4
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4
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4
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4
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4
Huber, Martin
4
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4
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4
Oosterlee, Cornelis W.
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Peng, Yijie
4
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4
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4
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4
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4
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3
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Journal of the Operational Research Society
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1
Shot-noise cojumps : exact simulation and option pricing
Qu, Yan
;
Dassios, Angelos
;
Zhao, Hongbiao
- In:
Journal of the Operational Research Society
74
(
2023
)
3
,
pp. 647-665
Persistent link: https://www.econbiz.de/10014331928
Saved in:
2
Exact simulation of gamma-driven Ornstein-Uhlenbeck processes with finite and infinite activity jumps
Qu, Yan
;
Dassios, Angelos
;
Zhao, Hongbiao
- In:
Journal of the Operational Research Society
72
(
2021
)
2
,
pp. 471-484
Persistent link: https://www.econbiz.de/10012500958
Saved in:
3
Moments of renewal shot-noise processes and their applications
Jang, Jiwook
;
Dassios, Angelos
;
Zhao, Hongbiao
- In:
Scandinavian actuarial journal
(
2018
)
8
,
pp. 727-752
Persistent link: https://www.econbiz.de/10011939737
Saved in:
4
Efficient simulation of clustering jumps with CIR intensity
Dassios, Angelos
;
Zhao, Hongbiao
- In:
Operations research
65
(
2017
)
6
,
pp. 1494-1515
Persistent link: https://www.econbiz.de/10011777769
Saved in:
5
Introduction to Simulation and MCMC Methods
Chib, Siddhartha
- In:
The Oxford handbook of Bayesian econometrics
.
2012
Persistent link: https://www.econbiz.de/10013476739
Saved in:
6
Likelihood inference for discretely observed non-linear diffusions
Elerian, Ola
;
Chib, Siddhartha
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581671
Saved in:
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