ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME‐HOMOGENEOUS DIFFUSIONS von Bernard, Carole, Cui, Zhenyu, McLeish, Don

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Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias von Amaya, Diego, Boudreault, Mathieu, McLeish, Don L.

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A general method for debiasing a Monte Carlo estimator von McLeish, Don

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Limb-use by foraging marine turtles, an evolutionary perspective von Fujii, Jessica A, McLeish, Don, Brooks, Andrew J, Gaskell, John, Van Houtan, Kyle S

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NEARLY EXACT OPTION PRICE SIMULATION USING CHARACTERISTIC FUNCTIONS von Bernard, Carole, Cui, Zhenyu, McLeish, Don

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Common-factor stochastic volatility modelling with observable proxy von FANG, Yizhou, LYSY, Martin, MCLEISH, Don

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Comparison of asymmetric stochastic volatility models under different correlation structures von Men, Zhongxian, McLeish, Don, Kolkiewicz, Adam W., Wirjanto, Tony S.

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Comment on “Option pricing under the Merton model of the short rate” by Kung and Lee [Math. Comput. Simul. 80 (2009) 378–386] von Cui, Zhenyu, Mcleish, Don

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A calibration algorithm for simulation-based pricing models von Reesor, R. Mark, McLeish, Don L.

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Bounded Relative Error Importance Sampling and Rare Event Simulation von McLeish, Don L.

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Phase Noise of a Class of Ring Oscillators Having Unsaturated Outputs With Focus on Cycle-to-Cycle Correlation von Leung, B.H., Mcleish, D.

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Novel last passage time based jitter model with application to low slew rate/high noise ring oscillator von Leung, Bosco, Gong, Guang, Mcleish, Don, Robson, Stewart

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Simulation of jump diffusions and the pricing of options von DiCesare, Joe, Mcleish, Don

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NEARLY EXACT OPTION PRICE SIMULATION USING CHARACTERISTIC FUNCTIONS von BERNARD, CAROLE, CUI, ZHENYU, MCLEISH, DON

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Correction note for ‘The large-maturity smile for the Heston model’ von Bernard, Carole, Cui, Zhenyu, Forde, Martin, Jacquier, Antoine, McLeish, Don, Mijatović, Aleksandar

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Investigation of phase noise of ring oscillators with time-varying current and noise sources by time-scaling thermal noise von Leung, B.H., Mcleish, D.

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Theory and Applications of Statistical Inference Functions von Berger, J, Fienberg, S, Gani, J

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Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias von Amaya, Diego, Boudreault, Mathieu, McLeish, Don L

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Algorithms for Finding Copulas Minimizing Convex Functions of Sums von Bernard, Carole, McLeish, Don

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A general method for debiasing a Monte Carlo estimator von McLeish, Don

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