Chuanshu Ji

Available identifiers

zbMath Open ji.chuanshuMaRDI QIDQ295693

List of research outcomes

Publication	Date of Publication	Type
A Gaussian approximation scheme for computation of option prices in stochastic volatility models	2016-06-13	Paper
Inference and computation for stochastic volatility models related to option pricing	2013-08-07	Paper
From microstructures to properties: statistical aspects of computational materials science	2008-07-11	Paper
Asymptotic physical measures for nearly Brownian skew products	2000-11-13	Paper
https://portal.mardi4nfdi.de/entity/Q3842618	1999-03-02	Paper
https://portal.mardi4nfdi.de/entity/Q4369221	1998-03-30	Paper
A consistent model selection procedure for Markov random fields based on penalized pseudolikelihood	1997-02-12	Paper
Approximate Bayes model selection procedures for Gibbs-Markov random fields	1996-11-11	Paper
https://portal.mardi4nfdi.de/entity/Q4694529	1993-06-29	Paper
Estimating functionals of one-dimensional Gibbs states	1989-01-01	Paper
Sequential scheduling of priority queues and Arm-acquiring bandits	1987-01-01	Paper

Research outcomes over time

This page was built for person: Chuanshu Ji