Erik Hove Karlsen
Identifiers
- name variant Erik Hove Karlsen 0.60 · backfill
Papers (2)
- On the approximation of L\'evy driven Volterra processes and their integrals math.OC · 2018 · author #3
- Hedging under worst-case-scenario in a market driven by time-changed L\'evy noises math.PR · 2015 · author #2
Mentions
- 1503.00939 #2 · backfill · confidence 0.70 Erik Hove Karlsen
Frequent Coauthors
- Giulia Di Nunno 2 shared papers
- Andrea Fiacco 1 shared papers