Author: "Pakkanen, Mikko" / Journal: journal of applied probability - Searchworks@Jio Institute Digital Library Search Results

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Your search keyword '"Pakkanen, Mikko"' showing total 4 results

Start Over Author "Pakkanen, Mikko" Journal journal of applied probability

4 results on '"Pakkanen, Mikko"'

1. PATHWISE LARGE DEVIATIONS FOR THE ROUGH BERGOMI MODEL

Author: JACQUIER, ANTOINE, PAKKANEN, MIKKO S., and STONE, HENRY
Published: 2018
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2. STICKY CONTINUOUS PROCESSES HAVE CONSISTENT PRICE SYSTEMS

Author: BENDER, CHRISTIAN, PAKKANEN, MIKKO S., and SAYIT, HASANJAN
Published: 2015

3. STOCHASTIC INTEGRALS AND CONDITIONAL FULL SUPPORT

Author: PAKKANEN, MIKKO S.
Published: 2010

4. Pathwise large deviations for the rough Bergomi model: Corrigendum

Author: Gerhold, Stefan, primary, Jacquier, Antoine, additional, Pakkanen, Mikko, additional, Stone, Henry, additional, and Wagenhofer, Thomas, additional
Published: 2021
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