SSRN-id1882567
Kalman Filter and Economic Applications
Kalman Filter
Bootstrap
Final Report on the Change Point Problem posed by Mapleridge Capital Corporation Friday Dec 11 2009.
1 SAMSI Credit Risk Working Group Presentation Model for Unified Valuation of Credit and Equity Derivatives Apoorv Mathur (Ongoing work) Joint Work with.
Likelihood survey-nber-0713101
Levy processes in finance
Financial risk forecasting
A decade of CDO pricing
Achieving Consistent Modeling Of VIX and Equities Derivatives
Monte Carlo Simulation Of Heston Model In Matlab(1)
