Kevin Fergusson
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Fast maximum likelihood estimation of parameters for square root and Bessel processes Studies in Nonlinear Dynamics & Econometrics | 2023-04-27 | Paper |
| Less-expensive valuation and reserving of long-dated variable annuities when interest rates and mortality rates are stochastic ASTIN Bulletin | 2020-08-31 | Paper |
| Asymptotics of bond yields and volatilities for extended CIR models under the real-world measure Scandinavian Actuarial Journal | 2019-11-06 | Paper |
| On the Distributional Characterization of Daily Log‐Returns of a World Stock Index Applied Mathematical Finance | 2006-09-25 | Paper |
| Partitions into large unequal parts from a general sequence Journal of the Australian Mathematical Society | 2006-05-19 | Paper |
| Partitions into large unequal parts Bulletin of the Australian Mathematical Society | 1998-07-20 | Paper |
Research outcomes over time
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