Murray Pollock

Statistics and Probability · 2013–2014

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Murray Pollock trusts overall

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

  1. Alexandros Beskos
  2. Gareth O. Roberts
  3. Omiros Papaspiliopoulos
  4. Taye Samuel Faniran
  5. Yacine Aït-Sahalia
  6. Paul Fearnhead
  7. Nicola Bruti-Liberati
  8. Ole E. Barndorff-Nielsen
  9. Jean Jacod
  10. Bjørn Eraker

Papers from Murray Pollock's perspective

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

  1. The Pricing of Options and Corporate Liabilities
  2. Closed-Form Likelihood Expansions for Multivariate Diffusions
  3. Exact simulation of diffusions
  4. Retrospective exact simulation of diffusion sample paths with applications
  5. A Factorisation of Diffusion Measure and Finite Sample Path Constructions
  6. Boundary crossing probability for Brownian motion (Journal of Applied Probability)
  7. Exact and computationally efficient likelihood‐based estimation for discretely observed diffusion processes (with discussion)
  8. Power and bipower variation with stochastic volatility and jumps
  9. The Impact of Jumps in Volatility and Returns
  10. Discretization of Processes

Their papers