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20132024
most citedModeling delay in genetic networks: From delay birth-death processes to delay stochastic differential equations

29 citations · 55 across the 21 of their papers we have counts for

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q-fin.CP2017

Realized volatility and parametric estimation of Heston SDEs

Robert Azencott, Peng Ren, Ilya Timofeyev

We present a detailed analysis of \emph{observable} moments based parameter estimators for the Heston SDEs jointly driving the rate of returns and the squared volatilities $V…