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Mikko S. Pakkanen

Identifiers

  • name variant Mikko S. Pakkanen 0.60 · backfill

Papers (14)

  1. Pathwise large deviations for the Rough Bergomi model math.PR · 2017 · author #2
  2. Arbitrage without borrowing or short selling? q-fin.MF · 2016 · author #2
  3. On the conditional small ball property of multivariate L\'evy-driven moving average processes math.PR · 2016 · author #1
  4. Hybrid scheme for Brownian semistationary processes math.PR · 2015 · author #3
  5. Discretization of L\'evy semistationary processes with application to estimation stat.AP · 2014 · author #3
  6. Functional limit theorems for generalized variations of the fractional Brownian sheet math.PR · 2014 · author #1
  7. Sticky continuous processes have consistent price systems q-fin.PR · 2013 · author #2
  8. Assessing Relative Volatility/Intermittency/Energy Dissipation math.ST · 2013 · author #2
  9. Limit theorems for power variations of ambit fields driven by white noise math.PR · 2013 · author #1
  10. Asymptotic theory for Brownian semi-stationary processes with application to turbulence math.PR · 2012 · author #3
  11. On the positivity of Riemann-Stieltjes integrals math.CA · 2012 · author #2
  12. Brownian semistationary processes and conditional full support math.PR · 2010 · author #1
  13. On the Existence of Consistent Price Systems q-fin.GN · 2009 · author #2
  14. Stochastic integrals and conditional full support math.PR · 2008 · author #1

Mentions

  • 1002.4774 #1 · backfill · confidence 0.70 Mikko S. Pakkanen
  • 0911.3789 #2 · backfill · confidence 0.70 Mikko S. Pakkanen
  • 0811.1847 #1 · backfill · confidence 0.70 Mikko S. Pakkanen

Frequent Coauthors