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 |
|---|---|---|
| Estimation of the invariant measure of a multidimensional diffusion from noisy observations (available as arXiv preprint) | N/A | Paper |
| Optimal estimation of the rough Hurst parameter in additive noise Stochastic Processes and their Applications | 2024-03-04 | Paper |
| The two square root laws of market impact and the role of sophisticated market participants | 2023-11-30 | Paper |
| Asymptotic Efficiency for Fractional Brownian Motion with general noise | 2023-11-30 | Paper |
Research outcomes over time
This page was built for person: Grégoire Szymanski
