L. Valdivieso

2009

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Whom L. Valdivieso trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. J. Rosínski
  3. Wim Schoutens
  4. N. Shephard
  5. Andreas E. Kyprianou
  6. Miljenko Huzak

Papers from L. Valdivieso's perspective

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

  1. Tempering stable processes
  2. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  3. Introductory Lectures on Fluctuations of Lévy Processes with Applications
  4. The Generalized Hyperbolic Model: Estimation, Financial Derivatives, and Risk Measures
  5. Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes
  6. Characteristic Functions
  7. Differential Evolution – A Simple and Efficient Heuristic for global Optimization over Continuous Spaces
  8. Processes of normal inverse Gaussian type
  9. Lévy Processes in Finance: Pricing Financial Derivatives
  10. Time-Changed Levy Processes and Option Pricing ⁄

Their papers