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- of diffeomorphisms on manifolds driven by infinite-dimensional semimartingales with jumps. 2004-09-22 Paper https://portal.mardi4nfdi.de/entity/Q2767485...10 bytes (16 words) - 21:15, 24 September 2023
- Weak symmetries of stochastic differential equations driven by semimartingales with jumps 2020-05-29 Paper A symmetry-adapted numerical scheme for SDEs...10 bytes (16 words) - 15:37, 12 December 2023
- Weak symmetries of stochastic differential equations driven by semimartingales with jumps 2020-05-29 Paper Generalized Solvable Structures and First Integrals...10 bytes (16 words) - 17:29, 11 December 2023
- formula for semimartingales with jumps and non-\(\mathcal{C}^2\) functions 2022-03-04 Paper A new approach for satisfactory pensions with no guarantees...10 bytes (16 words) - 14:06, 6 October 2023
- estimator with random sampling 2014-08-28 Paper An estimator for the cumulative co‐volatility of asynchronously observed semimartingales with jumps 2014-05-26...10 bytes (16 words) - 02:44, 25 September 2023
- Weak symmetries of stochastic differential equations driven by semimartingales with jumps 2020-05-29 Paper A symmetry-adapted numerical scheme for SDEs...10 bytes (20 words) - 10:03, 6 October 2023
- phase of a pension fund 2023-02-22 Paper On Itô's formula for semimartingales with jumps and non-\(\mathcal{C}^2\) functions 2022-03-04 Paper Optimal Dividends...10 bytes (17 words) - 20:17, 6 October 2023
- of diffeomorphisms on manifolds driven by infinite-dimensional semimartingales with jumps. 2004-09-22 Paper Isotropic Lévy processes on Riemannian manifolds...10 bytes (17 words) - 22:22, 8 December 2023
- bounds for dissipative semimartingales with heavy jumps 2021-11-02 Paper On regularization by a small noise of multidimensional odes with non-Lipschitz coefficients...10 bytes (18 words) - 01:11, 10 December 2023
- NON‐PARAMETRIC ESTIMATION OF HIGH‐FREQUENCY SPOT VOLATILITY FOR BROWNIAN SEMIMARTINGALE WITH JUMPS 2015-03-04 Paper https://portal.mardi4nfdi.de/entity/Q5320506 2009-07-22...10 bytes (16 words) - 01:32, 25 September 2023
- bounds for dissipative semimartingales with heavy jumps 2021-11-02 Paper Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails 2021-05-03...10 bytes (17 words) - 08:40, 9 December 2023
- an asynchronously observed semimartingale with jumps 2015-07-21 Paper Econometrics of co-jumps in high-frequency data with noise 2015-05-06 Paper Estimating...10 bytes (16 words) - 13:11, 7 October 2023
- simultaneous jumps in case of asynchronous observations 2018-05-18 Paper On \(U\)- and \(V\)-statistics for discontinuous Itô semimartingales 2017-09-15...10 bytes (17 words) - 20:29, 6 October 2023
- NON‐PARAMETRIC ESTIMATION OF HIGH‐FREQUENCY SPOT VOLATILITY FOR BROWNIAN SEMIMARTINGALE WITH JUMPS 2015-03-04 Paper Path-dependent game options: a lookback case 2014-04-25...10 bytes (16 words) - 21:22, 21 September 2023
- NON‐PARAMETRIC ESTIMATION OF HIGH‐FREQUENCY SPOT VOLATILITY FOR BROWNIAN SEMIMARTINGALE WITH JUMPS 2015-03-04 Paper...10 bytes (16 words) - 09:40, 7 October 2023
- ergodic diffusion processes with infinitely many jumps 2006-11-14 Paper Estimation of parameters for diffusion processes with jumps from discrete observations...10 bytes (16 words) - 15:15, 6 October 2023
- equations driven by \(p\)-semimartingales 2009-11-06 Paper On the convergence of stochastic integrals with respect to \(p\)-semimartingales 2008-10-30 Paper On...10 bytes (17 words) - 11:23, 11 December 2023
- processes with jumps present 2015-12-10 Paper NON‐PARAMETRIC ESTIMATION OF HIGH‐FREQUENCY SPOT VOLATILITY FOR BROWNIAN SEMIMARTINGALE WITH JUMPS 2015-03-04...10 bytes (17 words) - 09:00, 6 October 2023
- driven by continuous semimartingales 2014-12-02 Paper Well-posedness of Stratonovich multi-valued SDEs driven by semimartingales 2014-11-18 Paper On existence...10 bytes (16 words) - 18:08, 11 December 2023
- daily S\&P500 returns and realized variations: jumps and leverage effects 2016-07-04 Paper Risk, jumps, and diversification 2016-06-10 Paper Inference...10 bytes (17 words) - 14:47, 10 December 2023
