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McLeish, Don L.
22
results:
Search for persons
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Format
Online (20)
Print (2)
Mediatypes
Books (2)
Articles (Online) (15)
OpenAccess-fulltext (5)
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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
Link:
https://doi.org/10.1002/..
?
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
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/..
?
9
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/..
?
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..
1-15