1

A rough multi-factor model of electricity spot prices

Year:
2017
Language:
english
File:
PDF, 1.05 MB
english, 2017
2

Hybrid scheme for Brownian semistationary processes

Year:
2017
Language:
english
File:
PDF, 1.04 MB
english, 2017
3

The local fractional bootstrap

Year:
2018
Language:
english
File:
PDF, 776 KB
english, 2018