Gergely Farkas
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Power variation for Itô integrals with respect to -stable processes Statistica Neerlandica | 2024-07-16 | Paper |
| Ambit processes, their volatility determination and their applications Modern Stochastics and Applications | 2015-09-16 | Paper |
| A continuous auction model with insiders and random time of information release | 2014-11-11 | Paper |
| WITHDRAWN: A continuous auction model with insiders and random time of information release (available as arXiv preprint) | 2014-01-01 | Paper |
| A short rate model using ambit processes Springer Proceedings in Mathematics & Statistics | 2013-07-30 | Paper |
Research outcomes over time
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