Roberts, Gareth (ed.); Smith, Fenny (ed.) Robert Recorde. The life and times of a Tudor mathematician. Paperback reprint of the 2012 original. (English) Zbl 1309.01006 Cardiff: University of Wales Press (ISBN 978-0-7083-2682-4; 978-0-7083-2517-8/ebook). xviii, 232 p. (2013). MSC: 01-06 01A70 01A40 11-03 85-03 91-03 00B25 PDFBibTeX XMLCite \textit{G. Roberts} (ed.) and \textit{F. Smith} (ed.), Robert Recorde. The life and times of a Tudor mathematician. Paperback reprint of the 2012 original. Cardiff: University of Wales Press (2013; Zbl 1309.01006)
Beskos, Alexandros; Peluchetti, Stefano; Roberts, Gareth \(\varepsilon\)-strong simulation of the Brownian path. (English) Zbl 1263.65007 Bernoulli 18, No. 4, 1223-1248 (2012). Reviewer: Abass Sagna (Evry) MSC: 65C50 60J65 65C05 91B24 91G60 PDFBibTeX XMLCite \textit{A. Beskos} et al., Bernoulli 18, No. 4, 1223--1248 (2012; Zbl 1263.65007) Full Text: DOI arXiv Euclid
Kalogeropoulos, Konstantinos; Dellaportas, Petros; Roberts, Gareth O. Likelihood-based inference for correlated diffusions. (English. French summary) Zbl 1221.65027 Can. J. Stat. 39, No. 1, 52-72 (2011). MSC: 65C60 60J60 91B84 62M99 62F15 PDFBibTeX XMLCite \textit{K. Kalogeropoulos} et al., Can. J. Stat. 39, No. 1, 52--72 (2011; Zbl 1221.65027) Full Text: DOI arXiv
Kalogeropoulos, Konstantinos; Roberts, Gareth O.; Dellaportas, Petros Inference for stochastic volatility models using time change transformations. (English) Zbl 1189.91220 Ann. Stat. 38, No. 2, 784-807 (2010). Reviewer: Thomas Wakefield (Youngstown) MSC: 91G60 65C05 65C60 PDFBibTeX XMLCite \textit{K. Kalogeropoulos} et al., Ann. Stat. 38, No. 2, 784--807 (2010; Zbl 1189.91220) Full Text: DOI arXiv
Casella, Bruno; Roberts, Gareth O. Exact Monte Carlo simulation of killed diffusions. (English) Zbl 1142.65006 Adv. Appl. Probab. 40, No. 1, 273-291 (2008). MSC: 65C30 60H10 60H35 60J60 65C05 91G60 PDFBibTeX XMLCite \textit{B. Casella} and \textit{G. O. Roberts}, Adv. Appl. Probab. 40, No. 1, 273--291 (2008; Zbl 1142.65006) Full Text: DOI
Roberts, G. O.; Shortland, C. F. Pricing barrier options with time-dependent coefficients. (English) Zbl 0884.90044 Math. Finance 7, No. 1, 83-93 (1997). MSC: 91B28 91B82 60G35 91B62 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{C. F. Shortland}, Math. Finance 7, No. 1, 83--93 (1997; Zbl 0884.90044) Full Text: DOI