S. Rostek

Finance · 2009–2013

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 9 citations into it; #8,602 of 10,518 by trust here, #9,371 by citations

Whom S. Rostek trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Patrick Cheridito

Who trusts S. Rostek overall

1. Vasily E. Tarasov

Papers from S. Rostek's perspective

Ordered by how strongly the researchers S. Rostek trusts endorse each paper. Same corpus, a different order for every researcher.

1. Arbitrage with fractional Brownian motion
2. Financial Modelling with Jump Processes
3. Arbitrage in fractional Brownian motion models (Finance and Stochastics)
4. Exponential Hedging and Entropic Penalties
5. The Pricing of Options and Corporate Liabilities
6. Forward-Backward Stochastic Differential Equations and their Applications
7. Consistent price systems and face-lifting pricing under transaction costs
8. Numberical Method for Backward Stochastic Differential Equations
9. Stochastic Calculus for Fractional Brownian Motion and Related Processes
10. Integration questions related to fractional Brownian motion

Their papers

• A note on the use of fractional Brownian motion for financial modeling (2013) — 109 citations
• Option Pricing in Fractional Brownian Markets (2009) — 73 citations