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On stochastic integration for volatility modulated Lévy-driven Volterra processes

dc.date.accessioned2015-01-26T14:39:59Z
dc.date.available2015-01-26T14:39:59Z
dc.date.created2013-11-19T09:48:46Z
dc.date.issued2014
dc.identifier.citationBarndorff-Nielsen, Ole E. Benth, Fred Espen Pedersen, Jan Veraart, Almut E.D. . On stochastic integration for volatility modulated Lévy-driven Volterra processes. Stochastic Processes and their Applications. 2014, 124(1), 812-847
dc.identifier.urihttp://hdl.handle.net/10852/41913
dc.languageEN
dc.language.isoenen_US
dc.publisherNorth-Holland
dc.titleOn stochastic integration for volatility modulated Lévy-driven Volterra processesen_US
dc.typeJournal articleen_US
dc.creator.authorBarndorff-Nielsen, Ole E.
dc.creator.authorBenth, Fred Espen
dc.creator.authorPedersen, Jan
dc.creator.authorVeraart, Almut E. D.
cristin.unitcode185,15,26,0
cristin.unitnameSenter for matematikk for anvendelser
cristin.ispublishedtrue
cristin.fulltextpreprint
cristin.qualitycode2
dc.identifier.cristin1066921
dc.identifier.bibliographiccitationinfo:ofi/fmt:kev:mtx:ctx&ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Stochastic Processes and their Applications&rft.volume=124&rft.spage=812&rft.date=2014
dc.identifier.jtitleStochastic Processes and their Applications
dc.identifier.volume124
dc.identifier.issue1
dc.identifier.startpage812
dc.identifier.endpage847
dc.identifier.doihttp://dx.doi.org/10.1016/j.spa.2013.09.007
dc.identifier.urnURN:NBN:no-46320
dc.type.documentTidsskriftartikkelen_US
dc.source.issn0304-4149
dc.identifier.fulltextFulltext https://www.duo.uio.no/bitstream/handle/10852/41913/2/paper20.pdf
dc.type.versionSubmittedVersion


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