Heidar Eyjolfsson

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
Robustness of Hilbert space-valued stochastic volatility models Finance and Stochastics	2024-10-16	Paper
Multivariate self-exciting jump processes with applications to financial data Bernoulli	2023-06-02	Paper
Multivariate self-exciting jump processes with applications to financial data Bernoulli	2023-06-02	Paper
Self-exciting jump processes and their asymptotic behaviour Stochastics	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 Annals of the Institute of Statistical Mathematics	2018-04-19	Paper
Representation and approximation of ambit fields in Hilbert space Stochastics	2017-04-11	Paper
Approximating ambit fields via Fourier methods Stochastics	2016-04-27	Paper
Simulation of volatility modulated Volterra processes using hyperbolic stochastic partial differential equations Bernoulli	2016-04-01	Paper
Simulation of volatility modulated Volterra processes using hyperbolic stochastic partial differential equations Bernoulli	2016-04-01	Paper
Approximating Lévy semistationary processes via Fourier methods in the context of power markets SIAM Journal on Financial Mathematics	2015-01-20	Paper
Stochastic modeling of power markets using stationary processes Seminar on Stochastic Analysis, Random Fields and Applications VII	2014-02-19	Paper

Research outcomes over time

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