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Importance sampling in stochastic optimization : an application to intertemporal portfolio choice
Ekblom, J., (2020)
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E., (2020)
A rank test for the number of factors with high-frequency data
Kong, Xin-Bing, (2019)
Combining statistical intervals and market prices : The worst case state price distribution
Mykland, Per A., (2019)
The interpolation of options
Mykland, Per A., (2003)
Option pricing bounds and statistical uncertainty : using econometrics to find an exit strategy in derivatives trading
Mykland, Per A., (2010)