Donna Mary Salopek

Available identifiers

zbMath Open salopek.donna-maryMaRDI QIDQ1610848

List of research outcomes

Publication	Date of Publication	Type
Multivariate nonparametric test of independence	2016-12-15	Paper
Stochastic evolution equations driven by a Liouville fractional Brownian motion	2012-07-10	Paper
Saddlepoint approximations to option price in a general equilibrium model	2005-08-01	Paper
Weighted Local Time for Fractional Brownian Motion and Applications to Finance	2005-05-23	Paper
A new class of nearly self-financing strategies	2002-09-05	Paper
Estimating the \(p\)-variation index of a sample function: an application to financial data set	2002-08-20	Paper
https://portal.mardi4nfdi.de/entity/Q4955461	2001-12-05	Paper
Tolerance to arbitrage	1999-11-18	Paper
https://portal.mardi4nfdi.de/entity/Q4343194	1997-07-06	Paper

Research outcomes over time

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