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Results 1-10 of 12
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Issue DateTitleAuthor(s)
16-Mar-2016Functional limit theorems for generalized variations of the fractional Brownian sheetPakkanen, MS; Réveillac, A
22-Jan-2014Limit theorems for power variations of ambit fields driven by white noisePakkanen, MS
1-Jun-2015Sticky continuous processes have consistent price systemsBender, C; Pakkanen, MS; Sayit, H
30-Apr-2018Turbocharging Monte Carlo pricing for the rough Bergomi modelMcCrickerd, R; Pakkanen, MS
9-Dec-2013On the Existence of Consistent Price SystemsBayraktar, E; Pakkanen, MS; Sayit, H
5-Jul-2016On the conditional small ball property of multivariate Lévy-driven moving average processesPakkanen, MS; Sottinen, T; Yazigi, A; Academy of Finland
27-Sep-2016Arbitrage without borrowing or short selling?Lukkarinen, J; Pakkanen, MS; Academy of Finland
28-Jun-2017Hybrid scheme for Brownian semistationary processesBennedsen, M; Lunde, A; Pakkanen, MS
Dec-2019Hybrid simulation scheme for volatility modulated moving average fieldsHeinrich, C; Pakkanen, MS; Veraart, AED; Commission of the European Communities
15-Oct-2018Hybrid marked point processes: characterisation, existence and uniquenessMorariu-Patrichi, M; Pakkanen, MS