Person:542522

Available identifiers

zbMath Open brockwell.anthony-eMaRDI QIDQ542522

List of research outcomes

Publication	Date of Publication	Type
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

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Anthony E. Brockwell