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Publications in Statistics

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Finance and Stochastics

English

Semiparametric Estimation for Isotropic Max-Stable Space-Time Processes

English

An SPDE Model for Systemic Risk With Endogenous Contagion

Finance and Stochastics

English

Financial Equilibrium With Asymmetric Information and Random Horizon

Finance and Stochastics

English

Robust Bounds for the American Put

Finance and Stochastics

English

Gender Differences in Research Areas, Methods and Topics: Can People and Thing Orientations Explain the Results?

Journal of Informetrics

Information Sciences

Applied Mathematics

Management Science

Computer Science Applications

Operations Research

English

On the Geometric Ergodicity of Hamiltonian Monte Carlo

English

On Rate of Convergence in Non-Central Limit Theorems

English

Continuous-Time Perpetuities and Time Reversal of Diffusions

Finance and Stochastics

English

On Logarithmically Optimal Exact Simulation of Max-Stable and Related Random Fields on a Compact Set

English