Authors: Gapeev, Pavel V. Sottinen, Tommi Valkeila, Esko

Citation: V. Gapeev, Pavel et al., Robust replication in H-self-similar Gaussian market models under uncertainty, Statistics & risk modeling Statistics & risk modeling (Print);Statistics and risk modeling;Statistics and risk modeling with applications in finance and insurance , 28(1), 2011, pp. 37-50

Authors: Gapeev, Pavel V.

Citation: V. Gapeev, Pavel, The disorder problem for compound Poisson processes with exponential jumps, Annals of applied probability , 15((1A)), 2005, pp. 487-499