Department of Economics and Business Economics

Mikko Pakkanen

  1. Published

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

    In: Scandinavian Journal of Statistics, Vol. 46, No. 1, 2019, p. 329-359.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  2. Published

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

    In: Quantitative Finance, Vol. 18, No. 11, 2018, p. 1877-1886.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

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