Samir P. Warty

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Person:5374579



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!

PublicationDate of PublicationType
Sequential Bayesian learning for stochastic volatility with variance-gamma jumps in returns
Applied Stochastic Models in Business and Industry
2018-09-14Paper
Rejoinder to “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns” Reply to the discussions by Nalini Ravishanker and Refik Soyer
Applied Stochastic Models in Business and Industry
2018-09-14Paper


Research outcomes over time


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