Maximum likelihood estimation of parameters in the exponential random graph model

In this report the method of Markov chain Monte Carlo maximum<br/>likelihood estimation was used to estimate parameters in the Ising model<br/>and the exponential random graph model. The method and the models<br/>where described mathematically and problems that occurred during the<br/>estimation process where discussed. A package that executes...

Het prijzen van Bitcoin-opties met behulp van sprong-diffusie processen

Effiënt schatten van faalkansen onder monotonie - Engelse titel: Efficient estimation of failure probabilities for monotone reliability problems

A more efficient method for the estimation of failure probabilities using monotonicity, a common feature of reliability problems, is presented and evaluted. The method is based on Monte Carlo simulation.