F. Meulen
2005
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 6 researchers here, as inferred from the citation graph.
Whom F. Meulen trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts F. Meulen overall
Papers from F. Meulen's perspective
Ordered by how strongly the researchers F. Meulen trusts endorse each paper. Same corpus, a different order for every researcher.
- Markov Chains and Stochastic Stability
- Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
- Infinite Divisibility of Probability Distributions on the Real Line
- Stochastic volatility models as hidden Markov models and statistical applications
- Bayesian inference for non‐Gaussian Ornstein–Uhlenbeck stochastic volatility processes
- An Introduction to Probability Theory and Its Applications
- The Pricing of Options and Corporate Liabilities
- The Distribution of Realized Exchange Rate Volatility
- QUANTITATIVE CONVERGENCE RATES OF MARKOV CHAINS: A SIMPLE ACCOUNT
- ANALYSIS OF A NONREVERSIBLE MARKOV CHAIN SAMPLER
Their papers
- Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes (2005) — 111 citations