Change Point Analysis with a Bayesian Approach
Change point analysis, Gibbs sampler, MCMC, Hierarchical models, Bayesian statistics, R
My blog
Variance reduction methods for option pricing with Monte Carlo simulation
Variance reduction, Monte Carlo simulation, Asian option pricing, R
Performance of LR, Wald and score tests with respect to sample size
LR test, Wald test, Score test, R
Crank-Nicolson and Projected SOR for pricing american options
Option pricing, American option, Numerical methods, FDM, Black-Scholes equation, Projected SOR, Python
Finite difference method for pricing european options
Option pricing, European option, Numerical methods, FDM, Black-Scholes equation, Python
Implementing EM Algorithm for Probit Regression
EM Algorithm, Probit Regression, R
Sampling distribution of Hosmer-Lemeshow statistic
GLM, Goodness of fit statistic, Hosmer-Lemeshow, R
A smart implementation of binomial lattice method
Option pricing, Binomial lattice, Python