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Minimum variance importance sampling via Population Monte Carlo
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- Journal:
- ESAIM: Probability and Statistics / Volume 11 / June 2007
- Published online by Cambridge University Press:
- 17 August 2007, pp. 427-447
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- June 2007
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Long-Term Returns in Stochastic Interest Rate Models: Applications
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 30 / Issue 1 / May 2000
- Published online by Cambridge University Press:
- 29 August 2014, pp. 123-140
- Print publication:
- May 2000
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A quasi-likelihood approach to estimating parameters in diffusion-type processes
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- Journal:
- Journal of Applied Probability / Volume 31 / Issue A / 1994
- Published online by Cambridge University Press:
- 14 July 2016, pp. 283-290
- Print publication:
- 1994
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