Turbocharging Monte Carlo pricing for the rough Bergomi model von McCrickerd, Ryan, Pakkanen, Mikko S.

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Decoupling the Short- and Long-Term Behavior of Stochastic Volatility von Bennedsen, Mikkel, Lunde, Asger, Pakkanen, and Mikko S

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Intrinsic randomness in epidemic modelling beyond statistical uncertainty von Penn, Matthew J., Laydon, Daniel J., Penn, Joseph, Whittaker, Charles, Morgenstern, Christian, Ratmann, Oliver, Mishra, Swapnil, Pakkanen, Mikko S., Donnelly, Christl A., Bhatt, Samir

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A GMM approach to estimate the roughness of stochastic volatility von Bolko, Anine E., Christensen, Kim, Pakkanen, Mikko S., Veliyev, Bezirgen

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State-dependent Hawkes processes and their application to limit order book modelling von Morariu-Patrichi, Maxime, Pakkanen, Mikko S.

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Hybrid scheme for Brownian semistationary processes von Bennedsen, Mikkel, Lunde, Asger, Pakkanen, Mikko S.

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Pathwise large deviations for the rough Bergomi model von Jacquier, Antoine, Pakkanen, Mikko S., Stone, Henry

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Stochastic Integrals and Conditional Full Support von Pakkanen, Mikko S.

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The short-term predictability of returns in order book markets: A deep learning perspective von Lucchese, Lorenzo, Pakkanen, Mikko S., Veraart, Almut E.D.

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Unifying incidence and prevalence under a time-varying general branching process von Pakkanen, Mikko S., Miscouridou, Xenia, Penn, Matthew J., Whittaker, Charles, Berah, Tresnia, Mishra, Swapnil, Mellan, Thomas A., Bhatt, Samir

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Functional limit theorems for generalized variations of the fractional Brownian sheet von PAKKANEN, MIKKO S., RÉVEILLAC, ANTHONY

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The local fractional bootstrap von Bennedsen, Mikkel, Hounyo, Ulrich, Lunde, Asger, Pakkanen, Mikko S.

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Sticky Continuous Processes have Consistent Price Systems von Bender, Christian, Pakkanen, Mikko S., Sayit, Hasanjan

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On the conditional small ball property of multivariate Lévy-driven moving average processes von Pakkanen, Mikko S., Sottinen, Tommi, Yazigi, Adil

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Arbitrage without borrowing or short selling? von Lukkarinen, Jani, Pakkanen, Mikko S.

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ON THE POSITIVITY OF RIEMANN–STIELTJES INTEGRALS von LUKKARINEN, JANI, PAKKANEN, MIKKO S.

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ON THE POSITIVITY OF RIEMANN–STIELTJES INTEGRALS von LUKKARINEN, JANI, PAKKANEN, MIKKO S.

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BROWNIAN SEMISTATIONARY PROCESSES AND CONDITIONAL FULL SUPPORT von PAKKANEN, MIKKO S.

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Assessing relative volatility/ intermittency/energy dissipation von Barndorff-Nielsen, Ole E., Pakkanen, Mikko S., Schmiegel, Jürgen

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Hybrid scheme for Brownian semistationary processes von Bennedsen, Mikkel, Lunde, Asger, Pakkanen, Mikko S.

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