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Publications by Olaf Posch
Structural Estimation of Jump-Diffusion Processes in Macroeconomics
SSRN Electronic Journal
Related publications
Estimating Jump Diffusion Structural Credit Risk Models
SSRN Electronic Journal
Integrals, Jump-Diffusion Processes and Monte Carlo Simulation
On Optimal Stopping Problems for Matrix-Exponential Jump-Diffusion Processes
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On Optimal Stopping Problems for Matrix-Exponential Jump-Diffusion Processes
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The Valuation of N-Phased Investment Projects Under Jump-Diffusion Processes
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Optimal Impulse Control for Cash Management With Double Exponential Jump Diffusion Processes
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Symmetric Jump Processes
Transactions of the American Mathematical Society
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Nonparametric Sequential Minimax Estimation of the Drift Coefficient in Diffusion Processes
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Temporal Aggregation and Structural Inference in Macroeconomics
