Don McLeish

发表

Investigation of phase noise of ring oscillators with time-varying current and noise sources by time-scaling thermal noise

Bosco H. Leung, Don McLeish, D. McLeish, 2004, IEEE Transactions on Circuits and Systems I: Regular Papers.

Conditioning for variance reduction in estimating the sensitivity of simulations

Don McLeish, S. Rollans, D. McLeish, 1992, Ann. Oper. Res..

Antithetic and Negatively Associated Random Variables and Function Maximization

Don McLeish, 2008, Oppositional Concepts in Computational Intelligence.

In praise of Bayes

Don McLeish, 1988, Comput. Intell..

Selecting an Inference Function for 1-Parameter Models

Christopher G. Small, Don McLeish, 1988 .

Algorithms for Finding Copulas Minimizing Convex Functions of Sums

Carole Bernard, Don McLeish, D. McLeish, 2015, Asia Pac. J. Oper. Res..

Correction note for ‘The large-maturity smile for the Heston model’

Zhenyu Cui, Antoine Jacquier, Carole Bernard, 2013, Finance Stochastics.

Phase Noise of a Class of Ring Oscillators Having Unsaturated Outputs With Focus on Cycle-to-Cycle Correlation

Bosco H. Leung, Don McLeish, 2009, IEEE Transactions on Circuits and Systems I: Regular Papers.

A general method for debiasing a Monte Carlo estimator

Don McLeish, D. McLeish, 2010, Monte Carlo Methods Appl..

Nearly Exact Option Price Simulation Using Characteristic Functions

Carole Bernard, Don McLeish, Zhenyu Cui, 2012 .

Designing the future: A simple algorithm for sequential design of a generalized linear model

Don McLeish, D. McLeish, 1999 .

Projection as a method for increasing sensitivity and eliminating nuisance parameters

Christopher G. Small, Don McLeish, C. Small, 1989 .

On the Martingale Property in Stochastic Volatility Models Based on Time‐Homogeneous Diffusions

Carole Bernard, Don McLeish, Zhenyu Cui, 2017 .

Hilbert Space Methods in Probability and Statistical Inference: Small/Hilbert

Christopher G. Small, Don McLeish, C. Small, 1994 .

Simulating random variables using moment-generating functions and the saddlepoint approximation

Don McLeish, D. McLeish, 2014 .

Convergence of the Discrete Variance Swap in Time-Homogeneous Diffusion Models

Carole Bernard, Don McLeish, Zhenyu Cui, 2013 .

ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME‐HOMOGENEOUS DIFFUSIONS

Carole Bernard, Don McLeish, Zhenyu Cui, 2013, 1310.0092.