Author of the publication

Implementing derivatives models

, and . Wiley series in financial engineering Wiley, Chichester u.a., (1998)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Implementing derivatives models, and . Wiley series in financial engineering Wiley, Chichester u.a., Reprinted March 2002 edition, (2002)Implementing derivatives models, and . Wiley series in financial engineering Wiley, Chichester u.a., (1998)Bayesian analysis of the stochastic conditional duration model., , and . Comput. Stat. Data Anal., 50 (9): 2247-2267 (2006)Parameterisation and efficient MCMC estimation of non-Gaussian state space models., , and . Comput. Stat. Data Anal., 52 (6): 2911-2930 (2008)Efficient Bayesian estimation of multivariate state space models., , , and . Comput. Stat. Data Anal., 53 (12): 4116-4125 (2009)