 | 2009 |
|---|
| 8 |       | Abel Rodriguez,
Henryk Gzyl,
German Molina,
Enrique ter Horst:
Stochastic Volatility Models Including Open, Close, High and Low Prices
CoRR abs/0901.1315: (2009) |
| 2007 |
|---|
| 7 | | Henryk Gzyl,
Pierluigi Novi Inverardi,
Aldo Tagliani:
In search of the best approximant.
Applied Mathematics and Computation 189(1): 652-661 (2007) |
| 6 | | Henryk Gzyl,
German Molina,
Enrique ter Horst:
Assessment and Propagation of Input Uncertainty in Tree-based Option Pricing Models
CoRR abs/0704.1768: (2007) |
| 5 | | Henryk Gzyl,
Enrique ter Horst:
Filtering Additive Measurement Noise with Maximum Entropy in the Mean
CoRR abs/0709.0509: (2007) |
| 2006 |
|---|
| 4 | | Henryk Gzyl,
Pierluigi Novi Inverardi,
Aldo Tagliani,
Minaya Villasana:
Maxentropic solution of fractional moment problems.
Applied Mathematics and Computation 173(1): 109-125 (2006) |
| 3 | | Henryk Gzyl,
Enrique ter Horst,
Samuel Malone:
Towards a Bayesian framework for option pricing
CoRR abs/cs/0610053: (2006) |
| 2004 |
|---|
| 2 | | Henryk Gzyl,
Minaya Villasana:
A perturbative approach for reconstructing diffusion coefficients.
Applied Mathematics and Computation 154(1): 1-15 (2004) |
| 2000 |
|---|
| 1 | | Henryk Gzyl,
Yurayh Velasquez:
Linear reconstruction problems with convex constraints: influence of the a priori data.
Applied Mathematics and Computation 109(2-3): 189-198 (2000) |
