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Almut E. D. Veraart

According to our database1, Almut E. D. Veraart authored at least 5 papers between 2014 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Links

On csauthors.net:

Bibliography

2024
Simulation methods and error analysis for trawl processes and ambit fields.
[BibTeX]
[DOI]
Dan Leonte
,
Almut E. D. Veraart
Math. Comput. Simul., January, 2024

2019
Hybrid simulation scheme for volatility modulated moving average fields.
[BibTeX]
[DOI]
Claudio Heinrich
,
Mikko S. Pakkanen
,
Almut E. D. Veraart
Math. Comput. Simul., 2019

Modeling, simulation and inference for multivariate time series of counts using trawl processes.
[BibTeX]
[DOI]
Almut E. D. Veraart
J. Multivar. Anal., 2019

2016
Modeling the Variance Risk Premium of Equity Indices: The Role of Dependence and Contagion.
[BibTeX]
[DOI]
Andrea Granelli
,
Almut E. D. Veraart
SIAM J. Financial Math., 2016

2014
Approximating Lévy Semistationary Processes via Fourier Methods in the Context of Power Markets.
[BibTeX]
[DOI]
Fred Espen Benth
,
Heidar Eyjolfsson
,
Almut E. D. Veraart
SIAM J. Financial Math., 2014


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