The following pages link to Mikko S. Pakkanen (Q282554):
Displaying 34 items.
- Functional limit theorems for generalized variations of the fractional Brownian sheet (Q282556) (← links)
- (Q401464) (redirect page) (← links)
- Limit theorems for power variations of ambit fields driven by white noise (Q401465) (← links)
- Assessing relative volatility/ intermittency/energy dissipation (Q470490) (← links)
- (Q511123) (redirect page) (← links)
- On the conditional small ball property of multivariate Lévy-driven moving average processes (Q511124) (← links)
- Local time-space calculus for symmetric Lévy processes (Q554450) (← links)
- (Q645595) (redirect page) (← links)
- A diffusion-type process with a given joint law for the terminal level and supremum at an independent exponential time (Q645596) (← links)
- Optimal dividend and investing control of an insurance company with higher solvency constraints (Q654829) (← links)
- Competing particle systems evolving by interacting Lévy processes (Q655586) (← links)
- Arbitrage without borrowing or short selling? (Q1679553) (← links)
- Large volatility-stabilized markets (Q1761492) (← links)
- Microfoundations for diffusion price processes (Q1932534) (← links)
- Error distributions for random grid approximations of multidimensional stochastic integrals (Q1948705) (← links)
- Hybrid simulation scheme for volatility modulated moving average fields (Q1997699) (← links)
- \(\pi\) VAE: a stochastic process prior for Bayesian deep learning with MCMC (Q2103969) (← links)
- Limit theorems for trawl processes (Q2243917) (← links)
- Iterating Brownian motions, ad libitum (Q2248931) (← links)
- Asymptotic theory for Brownian semi-stationary processes with application to turbulence (Q2447644) (← links)
- Sticky Continuous Processes have Consistent Price Systems (Q2949856) (← links)
- Pathwise large deviations for the rough Bergomi model (Q4611271) (← links)
- Turbocharging Monte Carlo pricing for the rough Bergomi model (Q4619528) (← links)
- The local fractional bootstrap (Q4629286) (← links)
- ON THE POSITIVITY OF RIEMANN–STIELTJES INTEGRALS (Q4928717) (← links)
- Stochastic Integrals and Conditional Full Support (Q4933191) (← links)
- State-dependent Hawkes processes and their application to limit order book modelling (Q5072914) (← links)
- Pathwise large deviations for the rough Bergomi model: Corrigendum (Q5152528) (← links)
- BROWNIAN SEMISTATIONARY PROCESSES AND CONDITIONAL FULL SUPPORT (Q5198957) (← links)
- On the Existence Of Consistent Price Systems (Q5416841) (← links)
- ‘ON THE POSITIVITY OF RIEMANN–STIELTJES INTEGRALS’ (Q5419400) (← links)
- A GMM approach to estimate the roughness of stochastic volatility (Q6108276) (← links)
- Unifying incidence and prevalence under a time-varying general branching process (Q6112442) (← links)
- Price Impact Without Averaging (Q6490770) (← links)
