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Publications by Daniel B. Nelson
Simple Binomial Processes as Diffusion Approximations in Financial Models
Review of Financial Studies
Accounting
Economics
Econometrics
Finance
Filtering and Forecasting With Misspecified Arch Models II: Making the Right Forecast With the Wrong Model*
Related publications
Diffusion Approximations of the Geometric Markov Renewal Processes and Option Price Formulas
International Journal of Stochastic Analysis
Statistics
Probability
Applied Mathematics
Analysis
Simulation
Modeling
Self-Diffusion in Simple Models: Systems With Long-Range Jumps
Journal of Statistical Physics
Nonlinear Physics
Mathematical Physics
Statistical
Series Expansion Approximations of Brownian Motion for Non-Linear Kalman Filtering of Diffusion Processes
IEEE Transactions on Signal Processing
Electronic Engineering
Signal Processing
Electrical
A Simple Proof of the Support Theorem for Diffusion Processes
Lecture Notes in Mathematics
Number Theory
Algebra
Skew-Products With Simple Approximations
Proceedings of the American Mathematical Society
Mathematics
Applied Mathematics
Processor Utilization in Multiprogramming Systems via Diffusion Approximations
Operations Research
Management Science
Computer Science Applications
Operations Research
Financial Market Models With Lévy Processes and Time-Varying Volatility
Journal of Banking and Finance
Economics
Econometrics
Finance
Econometric Analysis of Financial Trade Processes by Discrete Mixture Duration Models
Journal of Economic Dynamics and Control
Control
Applied Mathematics
Optimization
Econometrics
Economics
7. Fixed-Effects Negative Binomial Regression Models
Sociological Methodology
Sociology
Social Sciences
Political Science
