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• 1997Estimating Functions for Discretely Observed Diffusions: A Review64 cited
• 2011Estimation of dynamic models with nonparametric simulated maximum likelihood59 cited
• 2000Nonparametric estimation of American options’ exercise boundaries and call prices57 cited
• 2003On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations*57 cited
• 2009Least squares estimator for discretely observed Ornstein–Uhlenbeck processes with small Lévy noises48 cited
• 2013Least squares estimators for discretely observed stochastic processes driven by small Lévy noises40 cited
• 2007On Simulated Likelihood of Discretely Observed Diffusion Processes and Comparison to Closed-Form Approximation38 cited
• 2004MODELING PRIVATE EQUITY FUNDS AND PRIVATE EQUITY COLLATERALISED FUND OBLIGATIONS27 cited
• 2005Asymptotic properties of Monte Carlo estimators of diffusion processes26 cited
• 2005Inference Methods for Discretely Observed Continuous-Time Stochastic Volatility Models: A Commented Overview23 cited
• 2010Inference for Stochastic Processes21 cited
• 2007Asymptotics of an Efficient Monte Carlo Estimation for the Transition Density of Diffusion Processes21 cited
• 2014Dynamic Hedging and Extreme Asset Co-movements20 cited