Browsing Publikasjoner fra CRIStin (NHH) by Author "Fiacco, Andrea"
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On the approximation of Lévy driven Volterra processes and their integrals
Di Nunno, Giulia; Fiacco, Andrea; Karlsen, Erik Hove (Journal article; Peer reviewed, 2019)Volterra processes appear in several applications ranging from turbulence to energy finance where they are used in the modelling of e.g.temperatures and wind and the related financial derivatives. Volterra processes are ...