Albert Ferreiro-Castilla

Publication Activity (10 Years)

Years Active: 2012-2016
Publications (10 Years): 1

Top Topics

Fractional Brownian Motion

Stochastic Differential Equations

Maximum A Posteriori Estimation

Monte Carlo Simulation

Top Venues

J. Appl. Probab.

J. Comput. Appl. Math.

Publications

Albert Ferreiro-Castilla, Andreas E. Kyprianou, Robert Scheichl
An Euler-Poisson scheme for Lévy driven stochastic differential equations. J. Appl. Probab. 53 (1) (2016)
Albert Ferreiro-Castilla, Kees van Schaik
Applying the Wiener-Hopf Monte Carlo Simulation Technique for Lévy Processes to Path Functionals. J. Appl. Probab. 52 (1) (2015)
Albert Ferreiro-Castilla, Wim Schoutens
The beta-Meixner model. J. Comput. Appl. Math. 236 (9) (2012)