Jan C. Neddermeyer
Author
Alternate names Jan C. Neddermeyer, Jan Christoph Neddermeyer, J. C. Neddermeyer
Institutions Heidelberg University, Saint Louis University
Past institutions Heidelberg University, Saint Louis University, Deutsche Bank (Germany), Deutsche Forschungsgemeinschaft
H-index: 5
I10-index: 2
Works count: 18
Citations count: 88
Computationally Efficient Nonparametric Importance Sampling
2009 · Jan C. Neddermeyer · Journal of the American Statistical Association
Online Spot Volatility-Estimation and Decomposition with Nonlinear Market Microstructure Noise Models
2013 · Rainer Dahlhaus, Jan C. Neddermeyer · Journal of Financial Econometrics
Non-parametric partial importance sampling for financial derivative pricing
2010 · Jan C. Neddermeyer · Quantitative Finance