Alexandra Chronopoulou

Available identifiers

zbMath Open chronopoulou.alexandraMaRDI QIDQ376709

List of research outcomes

Publication	Date of Publication	Type
Optimal Sampling for Estimation of Fractional Brownian Motion	2023-04-15	Paper
Delta-hedging in fractional volatility models	2023-04-04	Paper
Sequential Monte Carlo for fractional stochastic volatility models	2018-11-14	Paper
Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes	2016-03-04	Paper
Estimation and pricing under long-memory stochastic volatility	2014-11-12	Paper
Stochastic volatility and option pricing with long-memory in discrete and continuous time	2014-01-17	Paper
Maximum likelihood estimation for small noise multiscale diffusions	2013-11-19	Paper
Variations and Hurst index estimation for a Rosenblatt process using longer filters	2013-05-27	Paper
Optimal Sequential Change Detection for Fractional Diffusion-Type Processes	2013-04-25	Paper
On inference for fractional differential equations	2013-04-03	Paper
https://portal.mardi4nfdi.de/entity/Q3581693	2010-09-02	Paper
https://portal.mardi4nfdi.de/entity/Q3403968	2010-02-05	Paper
Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian proc\-esses	2009-06-10	Paper

Research outcomes over time

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