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Donna Salopek · Study

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Donna Salopek

3 works· latest 2012· 2 institutionscluster: provisional

h-index3

i103

Citations108

Works here3

98

05

12

Most cited in this library

Tolerance to arbitrage1998 · 61 citations
Weighted Local Time for Fractional Brownian Motion and Applications to Finance2005 · 25 citations
Stochastic evolution equations driven by Liouville fractional Brownian motion2012 · 22 citations

Works

3 shown

Stochastic evolution equations driven by Liouville fractional Brownian motion

Czechoslovak Mathematical Journal·2012·3 authors·Open access

22citations

Weighted Local Time for Fractional Brownian Motion and Applications to Finance

Stochastic Analysis and Applications·2005·3 authors·Open access

25citations

Tolerance to arbitrage

Stochastic Processes and their Applications·1998·1 author·Open access

61citations