Ia Matthew Bognar

Finance · 2011

A researcher in the Science corpus: 1 paper; trusts 17 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Ia Matthew Bognar trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Bjørn Eraker
  2. Gareth O. Roberts
  3. Yacine Aït-Sahalia
  4. Alexandros Beskos
  5. MARK A. Beaumont
  6. H. Sørensen
  7. Christophe Andrieu
  8. Michael W. Brandt
  9. Garland B. Durham
  10. Cristian Pasarica

Papers from Ia Matthew Bognar's perspective

Ordered by how strongly the researchers Ia Matthew Bognar trusts endorse each paper. Same corpus, a different order for every researcher.

  1. MCMC Analysis of Diffusion Models With Application to Finance
  2. On inference for partially observed nonlinear diffusion models using the Metropolis–Hastings algorithm
  3. Likelihood INference for Discretely Observed Non-linear Diffusions
  4. Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes
  5. The pseudo-marginal approach for efficient Monte Carlo computations
  6. Closed-Form Likelihood Expansions for Multivariate Diffusions
  7. A Theory for the Term Structure of Interest Rates
  8. Parametric Inference for Diffusion Processes Observed at Discrete Points in Time: a Survey
  9. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
  10. Exact and computationally efficient likelihood‐based estimation for discretely observed diffusion processes (with discussion)

Their papers