Donna Mary Salopek

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
Multivariate nonparametric test of independence Journal of Multivariate Analysis	2016-12-15	Paper
Stochastic evolution equations driven by a Liouville fractional Brownian motion Czechoslovak Mathematical Journal	2012-07-10	Paper
Saddlepoint approximations to option price in a general equilibrium model Statistics & Probability Letters	2005-08-01	Paper
Weighted Local Time for Fractional Brownian Motion and Applications to Finance Stochastic Analysis and Applications	2005-05-23	Paper
A new class of nearly self-financing strategies Statistics & Probability Letters	2002-09-05	Paper
Estimating the \(p\)-variation index of a sample function: an application to financial data set Methodology and Computing in Applied Probability	2002-08-20	Paper
scientific article; zbMATH DE number 1453179 (Why is no real title available?)	2001-12-05	Paper
Tolerance to arbitrage Stochastic Processes and their Applications	1999-11-18	Paper
scientific article; zbMATH DE number 1030729 (Why is no real title available?)	1997-07-06	Paper

Research outcomes over time

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