E-LIB Suche - Ergebnisse für: McLeish, Don L.

1

Common‐factor stochastic volatility modelling with observab..:

Fang, Yizhou ; Lysy, Martin ; Mcleish, Don
Canadian Journal of Statistics. 48 (2020) 1 - p. 36-61 , 2020

2

Common-factor stochastic volatility modelling with observab..:

FANG, Yizhou ; LYSY, Martin ; MCLEISH, Don
The Canadian Journal of Statistics / La Revue Canadienne de Statistique. 48 (2020) 1 - p. 36-61 , 2020

Link: https://www.jstor.org/st..

3

Maximum likelihood estimation of first-passage structural c..:

Amaya, Diego ; Boudreault, Mathieu ; McLeish, Don L.
Journal of Economic Dynamics and Control. 100 (2019) - p. 297-313 , 2019

Link: https://doi.org/10.1016/..

4

Limb-use by foraging marine turtles, an evolutionary perspe..:

Fujii, Jessica A. ; McLeish, Don ; Brooks, Andrew J...
PeerJ. 6 (2018) - p. e4565 , 2018

Link: https://doi.org/10.7717/..

5

Comparison of asymmetric stochastic volatility models under..:

Men, Zhongxian ; McLeish, Don ; Kolkiewicz, Adam W..
Journal of Applied Statistics. 44 (2016) 8 - p. 1350-1368 , 2016

Link: https://doi.org/10.1080/..

6

Novel last passage time based jitter model with application..:

Leung, Bosco ; Gong, Guang ; Mcleish, Don.
Analog Integrated Circuits and Signal Processing. 78 (2014) 3 - p. 853-863 , 2014

Link: https://doi.org/10.1007/..

7

ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS ..:

Bernard, Carole ; Cui, Zhenyu ; McLeish, Don
Mathematical Finance. 27 (2014) 1 - p. 194-223 , 2014

Link: https://doi.org/10.1111/..

8

Simulating random variables using moment-generating functio..:

McLeish, Don
Journal of Statistical Computation and Simulation. 84 (2012) 2 - p. 324-334 , 2012

Link: https://doi.org/10.1080/..

9

Correction note for 'The large-maturity smile for the Hesto..:

Bernard, Carole ; Cui, Zhenyu ; Forde, Martin...
Finance and Stochastics. 17 (2012) 1 - p. 223-224 , 2012

Link: https://doi.org/10.1007/..

10

A general method for debiasing a Monte Carlo estimator:

McLeish, Don
Monte Carlo Methods and Applications. 17 (2011) 4 - p. , 2011

Link: https://doi.org/10.1515/..

11

Comment on "Option pricing under the Merton model of the sh..:

Cui, Zhenyu ; Mcleish, Don
Mathematics and Computers in Simulation. 81 (2010) 1 - p. 1-4 , 2010

Link: https://doi.org/10.1016/..

12

Bounded Relative Error Importance Sampling and Rare Event S..:

McLeish, Don L.
ASTIN Bulletin. 40 (2010) 1 - p. 377-398 , 2010

Link: https://doi.org/10.2143/..

13

Simulation of jump diffusions and the pricing of options:

DiCesare, Joe ; Mcleish, Don
Insurance: Mathematics and Economics. 43 (2008) 3 - p. 316-326 , 2008

Link: https://doi.org/10.1016/..

14

Fitting Diffusion Models in Finance:

Don L. McLeish ; Kolkiewicz, Adam W.
Lecture Notes-Monograph Series. 32 (1997) - p. 327-350 , 1997

Link: https://www.jstor.org/st..

15

Algorithms for Finding Copulas Minimizing Convex Functions ..:

Bernard, Carole ; McLeish, Don
http://arxiv.org/abs/1502.02130. , 2015

Link: http://arxiv.org/abs/150..