Person:542522

Available identifiers

zbMath Open brockwell.anthony-eMaRDI QIDQ542522

List of research outcomes

Publication	Date of Publication	Type
Fractional growth portfolio investment	2024-10-31	Paper
Correction: Sequential Monte Carlo pricing of American-style options under stochastic volatility models	2011-06-10	Paper
Sequentially interacting Markov chain Monte Carlo methods	2011-01-19	Paper
Sequential Monte Carlo pricing of American-style options under stochastic volatility models	2010-06-23	Paper
Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series	2008-06-18	Paper
A Threshold Autoregressive Model for Wholesale Electricity Prices	2007-09-07	Paper
A regulator for a class of unknown continuous-time nonlinear systems	2002-03-03	Paper

Research outcomes over time

This page was built for person: Anthony E. Brockwell