Imperial College London

DrMikkoPakkanen

Faculty of Natural SciencesDepartment of Mathematics

Reader in Data Science and Quantitative Finance
 
 
 
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Contact

 

+44 (0)20 7594 8541m.pakkanen Website

 
 
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Location

 

809Weeks BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Pakkanen:2011:10.1142/S0219024911006747,
author = {Pakkanen, MS},
doi = {10.1142/S0219024911006747},
journal = {International Journal of Theoretical and Applied Finance},
pages = {579--586},
title = {Brownian semistationary processes and conditional full support},
url = {http://dx.doi.org/10.1142/S0219024911006747},
volume = {14},
year = {2011}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Pakkanen,MS
DO - 10.1142/S0219024911006747
EP - 586
PY - 2011///
SN - 0219-0249
SP - 579
TI - Brownian semistationary processes and conditional full support
T2 - International Journal of Theoretical and Applied Finance
UR - http://dx.doi.org/10.1142/S0219024911006747
VL - 14
ER -