Results 11-20 of 20
Publication DateTitleAuthor(s)
5-Jul-2016On the conditional small ball property of multivariate Lévy-driven moving average processesPakkanen, MS; Sottinen, T; Yazigi, A
29-Oct-2016Pathwise integration with respect to paths of finite quadratic variationCont, R; Ananova, A
28-Jun-2017Hybrid scheme for Brownian semistationary processesBennedsen, M; Lunde, A; Pakkanen, MS
27-Sep-2016Arbitrage without borrowing or short selling?Lukkarinen, J; Pakkanen, MS
21-Feb-2018Mass at zero in the uncorrelated SABR model and implied volatility asymptoticsGulisashvili, A; Horvath, B; Jacquier, A
19-Feb-2018Pathwise stochastic calculus with local timesDavis, M; Obłój, J; Siorpaes, P
1-Nov-2018Applications of pathwise Burkholder-Davis-Gundy inequalitiesSiorpaes, P
26-Oct-2013Riemann-integration and a new proof of the Bichteler-Dellacherie theoremBeiglboeck, M; Siorpaes, P
15-Apr-2014On a dyadic approximation of predictable processes of finite variationSiorpaes, P
17-Mar-2015Pathwise versions of the Burkholder-Davis-Gundy inequalityBeiglboeck, M; Siorpaes, P