Mikko S. Pakkanen

According to our database, Mikko S. Pakkanen authored at least 6 papers between 2012 and 2021.

Collaborative distances:

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

2021

Pathwise large deviations for the rough Bergomi model: Corrigendum.

Stefan Gerhold, Antoine Jacquier, Mikko S. Pakkanen, Henry Stone, Thomas Wagenhofer

J. Appl. Probab., 2021

2019

Hybrid simulation scheme for volatility modulated moving average fields.

Claudio Heinrich, Mikko S. Pakkanen, Almut E. D. Veraart

Math. Comput. Simul., 2019

2018

Pathwise large deviations for the rough Bergomi model.

Antoine Jacquier, Mikko S. Pakkanen, Henry Stone

J. Appl. Probab., 2018

2017

Hybrid scheme for Brownian semistationary processes.

Mikkel Bennedsen, Asger Lunde, Mikko S. Pakkanen

Finance Stochastics, 2017

2015

Sticky Continuous Processes have Consistent Price Systems.

Christian Bender, Mikko S. Pakkanen, Hasanjan Sayit

J. Appl. Probab., 2015

2012

An approximative method of simulating a duel.

Esa Lappi, Mikko S. Pakkanen, Bernt Åkesson

Proceedings of the Winter Simulation Conference, 2012