De La Cerda, Jorge Clarke
- Least squares estimator for the parameter of the fractional Ornstein-Uhlenbeck sheet
2011/09/05 by De La Cerda, Jorge Clarke, Tudor, Ciprian · 1 citation
#FOS: Mathematics #Probability (math.PR)
- Hitting times for the stochastic wave equation with fractional-colored noise
2012/03/18 by Jorge Clarke de La Cerda, De La Cerda, Jorge Clarke, Ciprian A. Tudor +1 · 1 citation
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications