Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
A Class of Generalized Hyperbolic Continuous Time Integrated Stochastic Volatility Likelihood Models
A note on exact likelihoods of the Carr-Wu models for leverage effects and volatility in financial economics
Analysis of a Class of Likelihood Based Continuous Time Stochastic Volatility Models including Ornstein-Uhlenbeck Models in Financial Economics
Bayesian nonparametric estimation and consistency of mixed multinomial logit choice models
Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages
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