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Last updated: 19 January 2004

 
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Please find the PDF files of the Research Paper Series published by the Centre.

Click on the icon to download the entire paper.

(You will need the free Acrobat Reader from Adobe):

 

 

 

#01 - 2004

“Shot noise process and pricing of extreme insurance claims in an economic environment”

Ji-Wook Jang, Yuriy Krvavych

 

#02 - 2004

 “Modern applied time series model”

 Andriy Olenko

 

#03 - 2004

 “The absence of arbitrage in a mixed Brownian- fractional Brownian model”

Yuliya Mishura, Esko Valkeila

 

#04 - 2004

 “Consistency of drift parameter estimates in fractional Brownian diffusion models”

Yuliya Mishura, Nadiya Rudomino-Dusyatska

 

#05- 2004

 “Statistical inference with fractional Brownian motion”

 Alexander Kukush, Yuliya Mishura, Esko Valkeila

 

 

 

 

 

 

 

 

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