Matematiikan ja systeemianalyysin laitos



Julkaisut rajattu henkilöihin: Lauri Viitasaari

2018 | 2017 | 2016 | 2015 | 2014


SOTTINEN, TOMMI, VIITASAARI, LAURI: Conditional-Mean Hedging Under Transaction Costs in Gaussian Models, INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE., 2018. [BibTeX...]


Sottinen, Tommi, Viitasaari, Lauri: Prediction law of fractional Brownian motion, STATISTICS AND PROBABILITY LETTERS. 129, 2017, s. 155-166. [BibTeX...]

Bender, Christian, Viitasaari, Lauri: A general non-existence result for linear BSDEs driven by Gaussian processes, STOCHASTIC PROCESSES AND THEIR APPLICATIONS. 127(4), 2017, s. 1204-1233. [BibTeX...]

Sottinen, Tommi, Viitasaari, Lauri: Parameter estimation for the Langevin equation with stationary-increment Gaussian noise, STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES., 2017, s. 1-33. [BibTeX...]

Voutilainen, Marko, Viitasaari, Lauri, Ilmonen, Pauliina: On model fitting and estimation of strictly stationary processes, Modern Stochastics: Theory and Applications. 4(4), 2017, s. 381-406. [BibTeX...]

Bajja, Salwa, Es-Sebaiy, Khalifa, Viitasaari, Lauri: Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean, JOURNAL OF THE KOREAN STATISTICAL SOCIETY. 46(4), 2017, s. 608-622. [BibTeX...]


Viitasaari, Lauri: Representation of stationary and stationary increment processes via Langevin equation and self-similar processes, STATISTICS AND PROBABILITY LETTERS. 115, 2016, s. 45-53. [BibTeX...]

Sottinen, Tommi, Viitasaari, Lauri: Pathwise integrals and Ito-Tanaka Formula for Gaussian processes, JOURNAL OF THEORETICAL PROBABILITY. 29(2), 2016, s. 590-616. [BibTeX...]

Viitasaari, Lauri: Integral representation of random variables with respect to Gaussian processes, BERNOULLI. 22(1), 2016, s. 376-395. [BibTeX...]

Sottinen, Tommi, Viitasaari, Lauri: Stochastic analysis of Gaussian processes via Fredholm representation, INTERNATIONAL JOURNAL OF STOCHASTIC ANALYSIS. 2016, 2016, s. 1-15. [BibTeX...]


Viitasaari, Lauri: A Remark on Option Prices with Call Prices, JOURNAL OF MATHEMATICAL SCIENCES.(2), 2015, s. 97-105. [BibTeX...]

Viitasaari, Lauri, Sottinen, Tommi: Fredholm representation of multi-parameter Gaussian processes with applications to equivalence in law and series expansions, Modern Stochastics: Theory and Applications. 2(3), 2015, s. 287-295. [BibTeX...]

Azmoodeh, Ehsan, Viitasaari, Lauri: Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind, STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES. 18(3), 2015, s. 205-227. [BibTeX...]

Azmoodeh, Ehsan, Viitasaari, Lauri: Rate of Convergence for Discretization of Integrals with Respect to Fractional Brownian Motion, JOURNAL OF THEORETICAL PROBABILITY. 28(1), 2015, s. 396-422. [BibTeX...]

Azmoodeh, Ehsan, Sottinen, Tommi, Viitasaari, Lauri: Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownianfractional Brownian model, Modern Stochastics: Theory and Applications. 2(1), 2015, s. 29-49. [BibTeX...]


Viitasaari, Lauri: Integration in a Normal World: Fractional Brownian Motion and Beyond, 2014. [BibTeX...]

Talponen, Jarno, Viitasaari, Lauri: Note on multidimensional Breeden-Litzenberger representation for state price densities, MATHEMATICS AND FINANCIAL ECONOMICS. 8(2), 2014, s. 153-157. [BibTeX...]

Shevchenko, Georgiy, Viitasaari, Lauri: Integral Representation with Adapted Continuous Integrand with Respect to Fractional Brownian Motion, STOCHASTIC ANALYSIS AND APPLICATIONS. 32(6), 2014, s. 934-943. [BibTeX...]

Azmoodeh, Ehsan, Sottinen, Tommi, Viitasaari, Lauri, Yazigi, Adil: Necessary and sufficient conditions for Hölder continuity of Gaussian processes, STATISTICS AND PROBABILITY LETTERS. 94(1), 2014, s. 230-235. [BibTeX...]

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