Heidar Eyjolfsson

Available identifiers

zbMath Open eyjolfsson.heidarMaRDI QIDQ265268

List of research outcomes

Publication	Date of Publication	Type
Robustness of Hilbert space-valued stochastic volatility models	2024-10-16	Paper
Multivariate self-exciting jump processes with applications to financial data	2023-06-02	Paper
Self-exciting jump processes and their asymptotic behaviour	2022-12-08	Paper
Robustness of Hilbert space-valued stochastic volatility models	2022-11-29	Paper
Self-exciting jump processes with applications to energy markets	2018-04-19	Paper
Representation and approximation of ambit fields in Hilbert space	2017-04-11	Paper
Approximating ambit fields via Fourier methods	2016-04-27	Paper
Simulation of volatility modulated Volterra processes using hyperbolic stochastic partial differential equations	2016-04-01	Paper
Approximating Lévy Semistationary Processes via Fourier Methods in the Context of Power Markets	2015-01-20	Paper
Representation and approximation of ambit fields in Hilbert space	2014-02-19	Paper

Research outcomes over time

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