A. Drăgulescu

2000–2002

A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 12 researchers here, as inferred from the citation graph.

Whom A. Drăgulescu trusts overall

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

1. Jean-Pierre Fouque 3
2. Jakob Arnoldi
3. George Papanicolaou

Who trusts A. Drăgulescu overall

1. Giuseppe Toscani
2. Daniel Matthes
3. Anand Banerjee
4. Song‐Ping Zhu
5. Victor M. Yakovenko
6. Marzia Bisi
7. Stephane Cordier
8. Fabio Clementi
9. Guang-Hua Lian
10. Giampiero Spiga

Papers from A. Drăgulescu's perspective

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

1. Derivatives in Financial Markets with Stochastic Volatility
2. Table of Integrals, Series, and Products
3. Derivatives
4. The Statistical Mechanics of Financial Markets
5. The Pricing of Options and Corporate Liabilities
6. Stochastic Volatility (Encyclopedia of Complexity and Systems Science)
7. CORRELATED DEFAULT WITH INCOMPLETE INFORMATION
8. The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well (Management Sciences)
9. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
10. Monte Carlo Methods in Financial Engineering

Their papers

• Statistical mechanics of money (2000) — 727 citations
• Probability distribution of returns in the Heston model with stochastic volatility (2002) — 312 citations
• Exponential and power-law probability distributions of wealth and income in the United Kingdom and the United States (2001) — 512 citations