Heidar Eyjolfsson

Heidar Eyjolfsson

Reykjavik University - Reykjavík / Iceland
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 5083007
Reykjavík University
person_outline Heidar Eyjolfsson's MOST POPULAR ARTICLES
1-) Approximating Lévy semistationary processes via Fourier methods in the context of power markets FE Benth, H Eyjolfsson, AED Veraart SIAM Journal on Financial Mathematics 5 (1), 71-98, 2014 282014
2-) Self-exciting jump processes with applications to energy markets H Eyjolfsson, D Tjøstheim Annals of the Institute of Statistical Mathematics 70, 373-393, 2018 92018
3-) Stochastic modeling of power markets using stationary processes FE Benth, H Eyjolfsson Seminar on Stochastic Analysis, Random Fields and Applications VII: Centro …, 2013 92013
4-) Simulation of volatility modulated Volterra processes using hyperbolic stochastic partial differential equationsFE Benth, H Eyjolfsson72016
5-) Representation and approximation of ambit fields in Hilbert spaceFE Benth, H EyjolfssonStochastics 89 (1), 311-347, 201752017