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Simple simulation of diffusion...
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Simulation of multivariate diffusion bridges
Bladt, Mogens
;
Finch, Samuel
;
Sørensen, Michael
-
2014
Persistent link: https://www.econbiz.de/10010350969
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2
Efficient estimation of transition rates between credit ratings from observations at discrete time points
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003286547
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3
Statistical inference for discretely observed Markov jump processes
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
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4
Prediction-based estimating functions
Sørensen, Michael
-
1999
Persistent link: https://www.econbiz.de/10001455775
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5
Small dispersion asymptotics for diffusion martingale estimating functions
Sørensen, Michael
-
2000
Persistent link: https://www.econbiz.de/10001456710
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6
Facet defining inequalities for the simple graph partitioning polytope
Sørensen, Michael
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2000
Persistent link: https://www.econbiz.de/10001614201
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7
♭-Tree facets for the simple graph partitioning polytope
Sørensen, Michael
-
2000
Persistent link: https://www.econbiz.de/10001614203
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8
New facets and branch-and-cut algorithm for the wieghted clique problem
Sørensen, Michael
-
2001
Persistent link: https://www.econbiz.de/10001614206
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9
An adaptation of the Kernighan-Lin heuristic to the simple graph partitioning problem
Sørensen, Michael
-
1998
Persistent link: https://www.econbiz.de/10001411274
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10
A note on clique-web facets for multicut polytopes
Sørensen, Michael
-
2002
Persistent link: https://www.econbiz.de/10001683084
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