Jamie Alcock

A genetic estimation algorithm for parameters of stochastic ordinary differential equations

Jamie Alcock, Kevin Burrage, K. Burrage, 2004, Comput. Stat. Data Anal..

A simulation analysis of the market effect of the Australian Broadcasting Corporation

Jamie Alcock, George Docwra, 2005, Inf. Econ. Policy.

Canonical Vine Copulas in the Context of Modern Portfolio Management: Are They Worth It?

Jamie Alcock, Rand Kwong Yew Low, Robert W. Faff, 2013 .

Portfolio Construction Incorporating Asymmetric Dependence Structures: A User's Guide

Jamie Alcock, Jamie Alcock, Anthony Hatherley, 2007 .

Non-parametric American option valuation using Cressie–Read divergences

Jamie Alcock, Jamie Alcock, Godfrey Smith, 2017 .

A note on the Balanced method

Jamie Alcock, Kevin Burrage, K. Burrage, 2006 .

Stable strong order 1.0 schemes for solving stochastic ordinary differential equations

Jamie Alcock, Kevin Burrage, K. Burrage, 2012 .