Jeffrey A. Nisen

A simple method of computing the sample size for Chi-square test for the equality of multinomial distributions

Jeffrey A. Nisen, Neil C. Schwertman, 2008, Comput. Stat. Data Anal..

PRICING AND SEMIMARTINGALE REPRESENTATIONS OF VULNERABLE CONTINGENT CLAIMS IN REGIME‐SWITCHING MARKETS

Jeffrey A. Nisen, José E. Figueroa-López, A. Capponi, 2011, 1110.0403.

PRICING AND SEMIMARTINGALE REPRESENTATIONS OF VULNERABLE CONTINGENT CLAIMS IN REGIME‐SWITCHING MARKETS

Jeffrey A. Nisen, José E. Figueroa-López, A. Capponi, 2011, 1110.0403.

Pricing and Portfolio Optimization Analysis in Defaultable Regime-Switching Markets

Jeffrey A. Nisen, José E. Figueroa-López, A. Capponi, 2011 .

Optimal iterative threshold-kernel estimation of jump diffusion processes

Jeffrey A. Nisen, José E. Figueroa-López, Cheng Li, 2020, Statistical Inference for Stochastic Processes.