12 citations · 14 across the 3 of their papers we have counts for
3 papers
math.CA2001★ 12 cited
Quadratic variation, p-variation and integration with applications to stock price modelling
Rimas Norvaisa
The paper develops a calculus for a class of real-valued functions having a quadratic variation. The main result is a solution of the representation problem for a class of evolutio…
math.ST2000★ 2 cited
Estimating the p-variation index of a sample function: An application to financial data set
R. Norvaisa, D. M. Salopek
This paper modifies a box-counting method of estimating a fractal dimension of a graph, and applies it to estimate the roughness of a sample function of a stochastic process such a…
math.PR2000
Modelling of stock price changes: a real analysis approach
Rimas Norvaisa
The paper discusses a path-wise approach to stock price modelling.