Items where Author is "Søjmark, Andreas"

Article

Horvath, Blanka, Jacquier, Antoine, Muguruza, Aitor and Søjmark, Andreas ORCID: 0000-0001-7488-0221 (2024) Functional central limit theorems for rough volatility. Finance and Stochastics, 28 (3). 615 - 661. ISSN 0949-2984

Ledger, Sean and Søjmark, Andreas ORCID: 0000-0001-7488-0221 (2021) At the mercy of the common noise: blow-ups in a conditional McKean–Vlasov Problem. Electronic Journal of Probability, 26 (none). ISSN 1083-6489