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 |
|---|---|---|
| Change-point detection for Lévy processes The Annals of Applied Probability | 2019-04-24 | Paper |
| Change-point detection for Lévy processes The Annals of Applied Probability | 2019-04-24 | Paper |
| Short-term asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps Finance and Stochastics | 2016-10-27 | Paper |
| Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility Finance and Stochastics | 2016-03-29 | Paper |
Research outcomes over time
This page was built for person: Sveinn Ólafsson
