Bayesian Inference for Derivative Prices (pdf) Joint Statistical Meetings, Seattle, August 2006. Optimal Filtering of Jump Diffusions: Extracting Latent States from Asset Prices (pdf) Statistics Department, Penn State, November 2006. Estimating Parameters in Dynamical Systems (pdf) SAMSI/IMAGe Summer School National Center for Atmospheric Research, June 2005.
Optimal Filtering of Jump Diffusions: Extracting Latent States from Asset Prices (pdf) Statistics Department, Penn State, November 2006. Estimating Parameters in Dynamical Systems (pdf) SAMSI/IMAGe Summer School National Center for Atmospheric Research, June 2005.
Estimating Parameters in Dynamical Systems (pdf) SAMSI/IMAGe Summer School National Center for Atmospheric Research, June 2005.