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Results 1-10 of 32 (Search time: 0.0 seconds).
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First PublishedTitleAuthor(s)Type
3-Nov-2011Computation of Greeks for asset price dynamics driven by stable and tempered stable processesKawai, Reiichiro; Takeuchi, AtsuchiJournal Article
31-Jul-2011On finite truncation of infinite shot noise series representation of tempered stable lawsImai, Junichi; Kawai, ReiichiroJournal Article
2011Exact discrete sampling of finite variation tempered stable Ornstein-Uhlenbeck processesKawai, Reiichiro; Masuda, HirokiJournal Article
2009An optimization approach to weak approximation of Lévy-driven stochastic differential equations with application to option pricingKashima, Kenji; Kawai, ReiichiroConference Paper
13-Feb-2012Sampling rate of spatial stochastic processes with independent components in modeling random search pathsKawai, ReiichiroJournal Article
2012Fisher information for fractional Brownian motion under high-frequency samplingKawai, ReiichiroJournal Article
Aug-2009Polynomial programming approach to weak approximation of Lévy-driven stochastic differential equations with application to option pricingKashima, Kenji; Kawai, ReiichiroConference Paper
8-Feb-2012Multiscale Properties of Random Walk Models of Animal Movement: Lessons from Statistical InferenceKawai, Reiichiro; Petrovskii, SergeiJournal Article
16-Feb-2012Nonnegative compartment dynamics system modelling with stochastic differential equationsKawai, ReiichiroJournal Article
5-Nov-2011Likelihood ratio gradient estimation for Meixner distribution and Lévy processesKawai, ReiichiroJournal Article