Mikko Pakkanen

Mikko Pakkanen is a Lecturer in Mathematical Finance and Statistics at Imperial College London. He worked at CREATES as a Postdoctoral Research Fellow from 2012 until 2014. He received his Ph.D. in Applied Mathematics from the University of Helsinki in 2010. His current research interests include ambit stochastics, limit theorems, modelling of limit order books, and realised volatility.

Publications

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