Walter Willinger

Available identifiers

zbMath Open willinger.walterDBLPw/WalterWillingerWikidataQ102502474 ScholiaQ102502474MaRDI QIDQ912480

List of research outcomes

Publication	Date of Publication	Type
Internet Traffic and Multiresolution Analysis	2009-05-22	Paper
https://portal.mardi4nfdi.de/entity/Q3627479	2009-05-12	Paper
Self-similarity in high-speed packet traffic: analysis and modeling of Ethernet traffic measurements	2008-11-25	Paper
Towards a Theory of Scale-Free Graphs: Definition, Properties, and Implications	2006-10-12	Paper
Wavelet analysis of conservative cascades	2003-10-09	Paper
https://portal.mardi4nfdi.de/entity/Q4407614	2003-07-01	Paper
https://portal.mardi4nfdi.de/entity/Q4801187	2003-04-07	Paper
Scaling analysis of conservative cascades, with applications to network traffic	1999-11-21	Paper
Stock market prices and long-range dependence	1999-09-14	Paper
https://portal.mardi4nfdi.de/entity/Q4247097	1999-06-16	Paper
Is Network Traffic Self-Similar or Multifractal?	1999-03-09	Paper
A critical look at Lo's modified \(R/S\) statistic.	1999-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4223206	1998-12-28	Paper
https://portal.mardi4nfdi.de/entity/Q4218377	1998-11-11	Paper
FRACTAL TRAFFIC FLOWS IN HIGH-SPEED COMMUNICATIONS NETWORKS	1998-08-20	Paper
From Discrete to Continuous Financial Models: New Convergence Results For Option Pricing	1998-04-05	Paper
https://portal.mardi4nfdi.de/entity/Q3126559	1997-09-24	Paper
A Nonstandard Approach to Option Pricing	1997-08-31	Paper
Toward A Convergence Theory For Continuous Stochastic Securities Market Models1	1997-08-31	Paper
ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY	1997-06-26	Paper
From discrete to continuous stochastic calculus	1997-06-03	Paper
https://portal.mardi4nfdi.de/entity/Q3126560	1997-03-31	Paper
https://portal.mardi4nfdi.de/entity/Q4894817	1997-01-27	Paper
https://portal.mardi4nfdi.de/entity/Q4848525	1995-12-04	Paper
https://portal.mardi4nfdi.de/entity/Q4843010	1995-08-16	Paper
A nonstandard treatment of options driven by poisson processes	1994-11-22	Paper
Dynamic spanning without probabilities	1994-07-12	Paper
Equivalent martingale measures and no-arbitrage in stochastic securities market models	1990-01-01	Paper
Pathwise stochastic integration and applications to the theory of continuous trading	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3788934	1988-01-01	Paper
The analysis of finite security markets using martingales	1987-01-01	Paper

Research outcomes over time

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