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Likelihood Methods for Diffusions with Jumps
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Likelihood Methods for Diffusions with Jumps (2020)Likelihood Methods for Diffusions with Ju…Valuation of defer and relocation options in photovoltaic generation investments by a stochastic simulation-based method (2019)Valuation of defer and reloca…Least squares estimators for stochastic differential equations driven by small Lévy noises (2016)Least squares estimators for …Asymptotic inference for semimartingale models with singular parameter points (1994)Asymptotic inference for semi…On quasi likelihood for semimartingales (1990)On quasi likelihood for semim…Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales (1976)Calcul Stochastique et Problèmes de Martingales (1979)STOCHASTIC CALCULUS AND APPLICATIONS (1983)Towards a Unified Asymptotic Theory for Autoregression (1987)Theory of Martingales (1989)The Behavior of Stock-Market Prices (1965)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Lévy Processes and Stochastic Calculus (2004)An Intertemporal Capital Asset Pricing Model (1973)The Pricing of Options and Corporate Liabilities (1973)Option pricing: A simplified approach (1979)Will a Geopolitical Conflict Accelerate Energy Transition in Oil-Importing Countries? A Case Study of the Philippines from a Real Options Perspective (2022)Rethinking the evaluation of solar photovoltaic projects under YieldCo mode: A real option perspective (2023)Valuing photovoltaic power plants by compound real options (2023)
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  • 2016Least squares estimators for stochastic differential equations driven by small Lévy noises39 cited
  • 2019Valuation of defer and relocation options in photovoltaic generation investments by a stochastic simulation-based method32 cited
  • 1994Asymptotic inference for semimartingale models with singular parameter points20 cited
  • 1990On quasi likelihood for semimartingales20 cited

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