Jeffrey A. Nisen

Available identifiers

zbMath Open nisen.jeffrey-aMaRDI QIDQ1023853

List of research outcomes

Publication	Date of Publication	Type
Optimal iterative threshold-kernel estimation of jump diffusion processes	2021-05-03	Paper
Second-order properties of thresholded realized power variations of FJA additive processes	2019-10-23	Paper
PRICING AND SEMIMARTINGALE REPRESENTATIONS OF VULNERABLE CONTINGENT CLAIMS IN REGIME‐SWITCHING MARKETS	2014-05-14	Paper
Optimally thresholded realized power variations for Lévy jump diffusion models	2014-04-28	Paper
A simple method of computing the sample size for chi-square test for the equality of multinomial distributions	2009-06-16	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: Jeffrey A. Nisen