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Publications by Ross Maller

Continuous Time Volatility Modelling: COGARCH Versus Ornstein–Uhlenbeck Models

English

Related publications

Stochastic Volatility With an Ornstein-Uhlenbeck Process: An Extension

SSRN Electronic Journal

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On Conditional Ornstein-Uhlenbeck Processes

Advances in Applied Probability

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Viscosity Solutions and American Option Pricing in a Stochastic Volatility Model of the Ornstein-Uhlenbeck Type

Journal of Probability and Statistics

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Stochastic Volatility of Volatility in Continuous Time

SSRN Electronic Journal

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Sharp Large Deviations for the Fractional Ornstein - Uhlenbeck Process

Теория вероятностей и ее применения

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Limit Distribution of a Generalized Ornstein -- Uhlenbeck Process

International Journal of Statistics and Probability

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Sharp Large Deviations for the Ornstein - Uhlenbeck Process

Теория вероятностей и ее применения

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On a Reflected Ornstein-Uhlenbeck Process With an Application

Bulletin of the Australian Mathematical Society

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Characteristic Function Estimation of Non-Gaussian Ornstein–Uhlenbeck Processes

Journal of Statistical Planning and Inference

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