E. A. V. Hammerstein

2003

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 7 researchers here, as inferred from the citation graph.

Whom E. A. V. Hammerstein trusts overall

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

1. Ernst Eberlein
2. Ole E. Barndorff-Nielsen

Who trusts E. A. V. Hammerstein overall

1. Mark S. Veillette
2. Ernst Eberlein
3. Robert E. Gaunt
4. Murad S. Taqqu

Papers from E. A. V. Hammerstein's perspective

Ordered by how strongly the researchers E. A. V. Hammerstein trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
2. An extension of the notion of a generalized Γ-convolution
3. Application of Generalized Hyperbolic Lévy Motions to Finance
4. Risk management based on stochastic volatility
5. Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions
6. Generalized autoregressive conditional heteroskedasticity
7. The Variance Gamma (V.G.) Model for Share Market Returns
8. Financial Modelling with Jump Processes
9. Characterization of dependence of multidimensional Lévy processes using Lévy copulas
10. Option Pricing by Transform Methods: Extensions, Unification, and Error Control

Their papers

• Generalized Hyperbolic and Inverse Gaussian Distributions: Limiting Cases and Approximation of Processes (2003) — 163 citations