An approximative method of simulating a duel. - Esa Lappi; Mikko S. Pakkanen; Bernt Åkesson (WSC, 2012)

Sticky Continuous Processes have Consistent Price Systems. - Christian Bender; Mikko S. Pakkanen; Hasanjan Sayit (J. Appl. Probab., 2015)

Hybrid scheme for Brownian semistationary processes. - Mikkel Bennedsen; Asger Lunde; Mikko S. Pakkanen (Finance Stochastics, 2017)

Pathwise large deviations for the rough Bergomi model. - Antoine Jacquier; Mikko S. Pakkanen; Henry Stone (J. Appl. Probab., 2018)

Hybrid simulation scheme for volatility modulated moving average fields. - Claudio Heinrich; Mikko S. Pakkanen; Almut E. D. Veraart (Math. Comput. Simul., 2019)

Pathwise large deviations for the rough Bergomi model: Corrigendum. - Stefan Gerhold; Antoine Jacquier; Mikko S. Pakkanen; Henry Stone; Thomas Wagenhofer (J. Appl. Probab., 2021)

Learning with Expected Signatures: Theory and Applications. - Lorenzo Lucchese; Mikko S. Pakkanen; Almut E. D. Veraart (CoRR, 2025)