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{Barndorff-Nielsen:2013:10.1016/j.spa.2013.09.007,
author = {Barndorff-Nielsen, OE and Benth, FE and Pedersen, J and Veraart, AED},
doi = {10.1016/j.spa.2013.09.007},
journal = {Stochastic Processes and Their Applications},
title = {On stochastic integration for volatility modulated Levy-driven Volterra processes},
url = {http://dx.doi.org/10.1016/j.spa.2013.09.007},
volume = {n/a},
year = {2013}
}

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RIS format (EndNote, RefMan)

TY  - JOUR
AU  - Barndorff-Nielsen,OE
AU  - Benth,FE
AU  - Pedersen,J
AU  - Veraart,AED
DO  - 10.1016/j.spa.2013.09.007
PY  - 2013///
SN  - 0304-4149
TI  - On stochastic integration for volatility modulated Levy-driven Volterra processes
T2  - Stochastic Processes and Their Applications
UR  - http://dx.doi.org/10.1016/j.spa.2013.09.007
UR  - http://www.sciencedirect.com/science/article/pii/S0304414913002445
UR  - http://hdl.handle.net/10044/1/9911
VL  - n/a
ER  -

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