The following pages link to German Molina (Q273638):
Displayed 15 items.
- A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities (Q273640) (← links)
- Application of the method of maximum entropy in the mean to classification problems (Q1618700) (← links)
- (Q2156153) (redirect page) (← links)
- A model-free, non-parametric method for density determination, with application to asset returns (Q2156154) (← links)
- McMC estimation of multiscale stochastic volatility models with applications (Q2229879) (← links)
- Inferring probability densities from expert opinion (Q2284854) (← links)
- Stochastic volatility models including open, close, high and low prices (Q2893203) (← links)
- Assessment and propagation of input uncertainty in tree-based option pricing models (Q3077471) (← links)
- Mixtures of <i>g</i> Priors for Bayesian Variable Selection (Q3632649) (← links)
- ASSET DEPENDENCY STRUCTURES AND PORTFOLIO INSURANCE STRATEGIES (Q5010069) (← links)
- Maximum entropy in the mean methods in propensity score matching for interval and noisy data (Q5076918) (← links)
- Multilayer network analysis of oil linkages (Q5083226) (← links)
- A framework for information synthesis into sentiment indicators using text mining methods (Q5093712) (← links)
- Posterior model probabilities via path‐based pairwise priors (Q5313470) (← links)
- Comment on article by Windle and Carvalho (Q5966324) (← links)