Michael Sørensen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0001-7233-5377
1 - 2 out of 2Page size: 500
- 2003
- Published
Hyperbolic Processes in Finance
Bibby, B. M. & Sørensen, Michael, 2003, Handbook of Heavy Tailed Distributions in Finance. Elsevier, p. 211-248Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
Small-diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael & Uchida, M., 2003, In: Bernoulli. 9 (6), p. 1051 - 1069Research output: Contribution to journal › Journal article › Research › peer-review
ID: 5251
Most downloads
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207
downloads
Efficient estimation for diffusions sampled at high frequency over a fixed time interval
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
141
downloads
A Generative Angular Model of Protein Structure Evolution
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
125
downloads
A review of asymptotic theory of estimating functions
Research output: Contribution to journal › Journal article › Research › peer-review
Published