The following pages link to Alexandra Chronopoulou (Q376709):
Displaying 12 items.
- Maximum likelihood estimation for small noise multiscale diffusions (Q376710) (← links)
- Estimation and pricing under long-memory stochastic volatility (Q470523) (← links)
- Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian proc\-esses (Q1022308) (← links)
- On inference for fractional differential equations (Q1943988) (← links)
- Variations and Hurst index estimation for a Rosenblatt process using longer filters (Q1952030) (← links)
- Delta-hedging in fractional volatility models (Q2694770) (← links)
- Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes (Q2787468) (← links)
- Stochastic volatility and option pricing with long-memory in discrete and continuous time (Q2873036) (← links)
- (Q3403968) (← links)
- (Q3581693) (← links)
- Sequential Monte Carlo for fractional stochastic volatility models (Q4554435) (← links)
- Optimal Sequential Change Detection for Fractional Diffusion-Type Processes (Q4918559) (← links)
