Economy – Quantitative Finance – Computational Finance
Scientist
Economy
Quantitative Finance
Computational Finance
Scientist
Planetary Science, Division of Geological and Planetary Sciences, California Institute of Technology, Pasadena, California, USA
Fitting the Viking lander surface pressure cycle with a Mars General Circulation Model
Graphical models for correlated defaults
Impulse Control of Multi-dimensional Jump Diffusions in Finite Time Horizon
Impulse Control of Multidimensional Jump Diffusions
Intensity process and compensator: A new filtration expansion approach and the Jeulin--Yor theorem
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