McLeish, Don

1. A general method for debiasing a Monte Carlo estimator
   2010/05/12 by McLeish, Don · 2 citations
   #Computation (stat.CO) #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Numerical Analysis (math.NA)
2. On the martingale property in stochastic volatility models based on time-homogeneous diffusions
   2013/09/30 by Carole Bernard, Zhenyu Cui, Bernard, Carole +4 · 1 citation
   Economics, Econometrics and Finance · Mathematics · Social Sciences · #FOS: Economics and business #FOS: Mathematics #Financial Risk and Volatility Modeling #Insurance, Mortality, Demography, Risk Management #Pricing of Securities (q-fin.PR) #Probability (math.PR) #Stochastic processes and financial applications #math.PR #q-fin.PR