Almut E. D. Veraart

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

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Simulation methods and error analysis for trawl processes and ambit fields.

Dan Leonte, Almut E. D. Veraart

Math. Comput. Simul., January, 2024

2019

Hybrid simulation scheme for volatility modulated moving average fields.

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.

Almut E. D. Veraart

J. Multivar. Anal., 2019

2016

Modeling the Variance Risk Premium of Equity Indices: The Role of Dependence and Contagion.

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.

Fred Espen Benth, Heidar Eyjolfsson, Almut E. D. Veraart

SIAM J. Financial Math., 2014