"Adding and Subtracting Black-Scholes: A New Approach to Approximating Derivative Prices
in Continuous Time Models" (with
A. Mele) (last revised: October 29, 2008).
"Uniform Convergence
Rates of Kernel Estimators with Heterogenous,
Dependent Data" Submitted
for publication (last
revised: May 31, 2008).
"Uniform Ergodicity
of a Class of Markov Chains with Applications to Time Series Models"
Submitted for publication (last revised: January 14, 2007).
"Pseudo-Maximum-Likelihood
Estimation in Two Classes of Semiparametric Diffusion
Models " Submitted for publication (last revised: March 3,
2008).
"Nonparametric Estimation
and Misspecification Testing of Diffusion Models" Submitted for publication
(last revised:
February 1, 2008).
"Estimation of
Dynamic Models with Nonparametric Simulated Maximum Likelihood" (with Y. Shin). Submitted for publication (last revised: September 8,
2008).
"A Semiparametric
Single-Factor Model of the Term Structure" FMG Discussion Papers
DP501, LSE (last
revised: May 4, 2004).