J. Dureau

1. Bayesian inference for partially observed stochastic differential equations driven by fractional Brownian motion
   2015/11/17 by Alexandros Beskos, A. Beskos, J. Dureau +3 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #Financial Risk and Volatility Modeling #Stochastic processes and financial applications #Statistical Methods and Inference