| A probabilistic approach to the Φ-variation of classical fractal functions with critical roughness X Han, A Schied, Z Zhang Statistics & Probability Letters 168, 108920, 2021 | 8 | 2021 |
| Estimating the roughness exponent of stochastic volatility from discrete observations of the realized variance X Han, A Schied arXiv preprint arXiv:2307.02582, 2023 | 5 | 2023 |
| Step roots of Littlewood polynomials and the extrema of functions in the Takagi class X Han, A Schied Mathematical Proceedings of the Cambridge Philosophical Society 173 (3), 591-618, 2022 | 5 | 2022 |
| A Limit Theorem for Bernoulli Convolutions and the -Variation of Functions in the Takagi Class X Han, A Schied, Z Zhang Journal of Theoretical Probability 35 (4), 2853-2878, 2022 | 4 | 2022 |
| The roughness exponent and its model-free estimation X Han, A Schied arXiv preprint arXiv:2111.10301, 2021 | 4 | 2021 |
| A Gladyshev theorem for trifractional Brownian motion and -th order fractional Brownian motion X Han arXiv preprint arXiv:2105.02385, 2021 | 4 | 2021 |
| On the extrema of functions in the Takagi class X Han University of Waterloo, 2019 | 4 | 2019 |
| On laws absolutely continuous with respect to fractional Brownian motion X Han, A Schied arXiv preprint arXiv:2306.11824, 2023 | 3 | 2023 |
| Robust Faber--Schauder approximation based on discrete observations of an antiderivative X Han, A Schied arXiv preprint arXiv:2211.11907, 2022 | 2 | 2022 |
| The roughness exponent and its application in finance X Han University of Waterloo, 2024 | | 2024 |
Alexander SchiedUniversity of Waterloo在 uwaterloo.ca 的电子邮件经过验证
Alexander SchiedUniversity of Waterloo在 uwaterloo.ca 的电子邮件经过验证