Veliyev, Bezirgen

1. A GMM approach to estimate the roughness of stochastic volatility
   2020/10/09 by Anine E. Bolko, Kim Christensen, Bolko, Anine E. +5 · 2 citations
   Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Financial Risk and Volatility Modeling #Primary 91G70 #Secondary 62M09 #Statistical Finance (q-fin.ST) #Statistics Theory (math.ST)
2. A Direct Proof of the Bichteler--Dellacherie Theorem and Connections to Arbitrage
   2010/04/30 by Beiglböck, Mathias, Schachermayer, Walter, Veliyev, Bezirgen · 1 citation
   #60G05 #60H05 #91G99 #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Probability (math.PR)
3. A short Proof of the Doob-Meyer Theorem
   2010/12/23 by Beiglboeck, Mathias, Schachermayer, Walter, Veliyev, Bezirgen · 1 citation
   #60G05 #60G07 #FOS: Mathematics #Probability (math.PR)