5 citations · 5 across the 2 of their papers we have counts for
2 papers
stat.ME2014★ 5 cited
Scalable multiscale density estimation
Ye Wang, Antonio Canale, David Dunson
Although Bayesian density estimation using discrete mixtures has good performance in modest dimensions, there is a lack of statistical and computational scalability to high-dimensi…
math.AP2014
Analitic approach to solve a degenerate parabolic PDE for the Heston model
A. Canale, R. M. Mininni, A. Rhandi
We present an analytic approach to solve a degenerate parabolic problem associated to the Heston model, which is widely used in mathematical finance to derive the price of an Europ…