selected publications

• academic article

  • On parallel implementation of sequential Monte Carlo methods: the island particle model.  Statistics and Computing.  25:243-260. 2013
  • Non-asymptotic deviation inequalities for smoothed additive functionals in nonlinear state-space models.  Bernoulli.  19. 2013
  • Calibrating the exponential Ornstein–Uhlenbeck multiscale stochastic volatility model.  Quantitative Finance.  14:443-456. 2013