Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models, Garland B. Durham
Garland Bennett Durham

Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes, Garland B. Durham, A. Ronald Gallant
Garland Bennett Durham

SV mixture models with application to S&P 500 index returns, Garland B. Durham
Garland Bennett Durham

Likelihood-based specification analysis of continuous-time models of the short-term interest rate, Garland B. Durham
Garland Bennett Durham

SV mixture models with application to S&P 500 index returns, Garland B. Durham
Finance

Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models, Garland B. Durham
Finance

Likelihood-based specification analysis of continuous-time models of the short-term interest rate, Garland B. Durham
Finance

Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes, Garland B. Durham, A. Ronald Gallant
Finance