Items where Author is "Roberts, Gareth O."

Item Type No Grouping

Inference for stochastic volatility models using time change transformations. Kalogeropoulos, Konstantinos and Roberts, Gareth O. and Dellaportas, Petros

Likelihood based inference for correlated diffusions. Kalogeropoulos, Konstantinos and Dellaportas, Petros and Roberts, Gareth O.