<style face="normal" font="default" size="100%">Estimating the roughness exponent of stochastic volatility from discrete observations of the integrated variance</style>

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<style face="normal" font="default" size="100%">Estimating the roughness exponent of stochastic volatility from discrete observations of the integrated variance</style>

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36

<style face="normal" font="default" size="100%">On the rate of convergence of estimating the Hurst parameter of rough stochastic volatility models</style>

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<style face="normal" font="default" size="100%">Universal portfolios in continuous time: an approach in pathwise Itô calculus</style>

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<style face="normal" font="default" size="100%">Robust Faber--Schauder approximation based on discrete observations of an antiderivative</style>

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<style face="normal" font="default" size="100%">The roughness exponent and its model-free estimation</style>

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<style face="normal" font="default" size="100%">A criterion for absolute continuity relative to the law of fractional Brownian motion</style>

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<style face="normal" font="default" size="100%">The roughness exponent and its application in finance</style>

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<style face="normal" font="default" size="100%">A limit theorem for Bernoulli convolutions and the Φ-variation of functions in the Takagi class</style>

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<style face="normal" font="default" size="100%">Step Roots of Littlewood Polynomials and the Extrema of Functions in the Takagi Class</style>

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<style face="normal" font="default" size="100%">A Gladyshev theorem for trifractional Brownian motion and n-th order fractional Brownian motion</style>

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<style face="normal" font="default" size="100%">A probabilistic approach to the Phi-variation of classical fractal functions with critical roughness</style>