Theodoros Tsagaris

Finance · 2011

A researcher in the Science corpus: 1 paper; trusts 12 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Theodoros Tsagaris trusts overall

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

  1. Gareth O. Roberts
  2. Pierre Del Moral
  3. Radford M. Neal
  4. Jun Yu
  5. Peter P. Carr

Papers from Theodoros Tsagaris's perspective

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

  1. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  2. On inference for partially observed nonlinear diffusion models using the Metropolis–Hastings algorithm
  3. The Pricing of Options and Corporate Liabilities
  4. Branching and interacting particle systems. Approximations of Feynman-Kac formulae with applications to non-linear filtering
  5. Likelihood INference for Discretely Observed Non-linear Diffusions
  6. Sequential Monte Carlo samplers
  7. Annealed importance sampling
  8. Sequential Monte Carlo Methods in Practice
  9. Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices
  10. On the ergodicity properties of some adaptive MCMC algorithms

Their papers