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Gyula Pap · Study
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Author
Gyula Pap
7 works
· latest 2015
· 2 institutions
cluster: provisional
ORCID 0000-0002-1516-5567
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7
Citations
342
Works here
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Most cited in this library
A Delayed Black and Scholes Formula
2007 · 176 citations
Yamada-Watanabe Results for Stochastic Differential Equations with Jumps
2015 · 37 citations
Stationarity and Ergodicity for an Affine Two-Factor Model
2014 · 36 citations
Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes
2009 · 32 citations
Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions
2011 · 27 citations
Works
7 shown
Yamada-Watanabe Results for Stochastic Differential Equations with Jumps
International Journal of Stochastic Analysis
·
2015
·
3 authors
·
Open access
37
citations
Stationarity and Ergodicity for an Affine Two-Factor Model
Advances in Applied Probability
·
2014
·
4 authors
·
Open access
36
citations
Change Detection in INAR(p) Processes Against Various Alternative Hypotheses
Communication in Statistics- Theory and Methods
·
2013
·
2 authors
11
citations
Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions
Journal of Mathematical Analysis and Applications
·
2011
·
2 authors
·
Open access
27
citations
Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes
Journal of Statistical Planning and Inference
·
2009
·
2 authors
·
Open access
32
citations
Forecasting Hungarian mortality rates using the Lee-Carter method
Acta Oeconomica
·
2007
·
4 authors
·
Open access
23
citations
A Delayed Black and Scholes Formula
Stochastic Analysis and Applications
·
2007
·
4 authors
·
Open access
176
citations