ProfessorAlmutVeraart

Faculty of Natural Sciences, Department of Mathematics

Head of the Statistics Section, Professor of Statistics

Contact

+44 (0)20 7594 8545a.veraart Website

Location

551Huxley BuildingSouth Kensington Campus

Summary

Publications

Citation

BibTex format

@article{Benth:2014,
author = {Benth, FE and Eyjolfsson, H and Veraart, AED},
journal = {SIAM Journal on Financial Mathematics},
pages = {71--98},
title = {Approximating Levy semistationary processes via Fourier methods in the context of power markets},
url = {http://epubs.siam.org/doi/abs/10.1137/130905320},
year = {2014}
}

Download

RIS format (EndNote, RefMan)

TY  - JOUR
AU  - Benth,FE
AU  - Eyjolfsson,H
AU  - Veraart,AED
EP  - 98
PY  - 2014///
SP  - 71
TI  - Approximating Levy semistationary processes via Fourier methods in the context of power markets
T2  - SIAM Journal on Financial Mathematics
UR  - http://epubs.siam.org/doi/abs/10.1137/130905320
ER  -

Download