Joachim Lebovits

Joachim Lebovits

Université Sorbonne Paris Nord - Villetaneuse / France
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4564259
Sorbonne Paris North University, University of Paris North, Paris 13 University
person_outline Joachim Lebovits's MOST POPULAR ARTICLES
1-) Multifractional stochastic volatility models Mathematical Finance 24 (2), 364-402, 2014
2-) White noise-based stochastic calculus with respect to multifractional Brownian motion Stochastics An International Journal of Probability and Stochastic Processes …, 2014
3-) Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions Stochastic processes and their applications 124 (1), 678-708, 2014
4-) Estimation of the global regularity of a multifractional Brownian motion
5-) From Stochastic Integration wrt Fractional Brownian Motion to Stochastic Integration wrt Multifractional Brownian Motion arXiv preprint arXiv:1305.0342, 2013