D. L. McLeish
- The information in aggregate data from Markov chains
1984/01/01 by J. F. LAWLESS, Jerald F. Lawless, D. L. McLeish +1 · 1 citation
Mathematics · #Advanced Statistical Methods and Models #Statistical Methods and Inference #Statistical Methods and Bayesian Inference
- 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