Gran Via de les Corts
University of Barcelona - Faculty of Mathematics
in Total Papers Citations
Liquidity, bid-ask pricing, conic finance
Insider trading, enlargement of filtrations, Malliavin's calculus, utility maximization, arbitrage
Central Limit Theorem, Gaussian Processes, Intermittency, Nonsemimartingales, Turbulence, Volatility, Wiener Chaos
Brownian semi-stationary processes, central limit theorem, Gaussian processes, high frequency observations, higher order differences, multipower variation, stable convergence
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