Publications in collaboration with researchers from Georgia Institute of Technology (3)

2023

  1. Spline local basis methods for nonparametric density estimation

    Statistics Surveys, Vol. 17, pp. 75-118

2021

  1. Nonparametric density estimation and bandwidth selection with B-spline bases: A novel Galerkin method

    Computational Statistics and Data Analysis, Vol. 159

2020

  1. The CTMC–heston model: Calibration and exotic option pricing with SWIFT

    Journal of Computational Finance, Vol. 24, Núm. 4, pp. 71-114