Stefano M. Iacus

THE R ENVIRONMENT FOR STATISTICAL COMPUTING

Kurt Hornik, Brian D. Ripley, Robert Gentleman, 2001 .

Simulation and Inference for Stochastic Processes with YUIMA: A Comprehensive R Framework for SDEs and Other Stochastic Processes

Nakahiro Yoshida, Stefano M. Iacus, S. Iacus, 2018 .

European Option Pricing

Stefano M. Iacus, 2011 .

Parametric Estimation for Partially Hidden Diffusion Processes Sampled at Discrete Times

Stefano M. Iacus, N. Yoshida, Masayuki Uchida, 2006, math/0611781.

Random Recursive Partitioning: A Matching Method for the Estimation of the Average Treatment Effect

Giuseppe Porro, Stefano M. Iacus, S. Iacus, 2006 .

A Synthetic View

Stefano M. Iacus, S. M. Iacus, 2011 .

Random Recursive Partitioning: A Matching Method for the Estimation of the Average Treatment Effect

Stefano M. Iacus, G. Porro, 2006 .