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Mikkel Bennedsen
Publication Activity (10 Years)
Years Active: 2017-2017
Publications (10 Years): 1
Top Topics
Fractal Dimension
Markov Chain
Stochastic Processes
Representation Scheme
Top Venues
Finance Stochastics
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Publications
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Mikkel Bennedsen
,
Asger Lunde
,
Mikko S. Pakkanen
Hybrid scheme for Brownian semistationary processes.
Finance Stochastics
21 (4) (2017)