Oana Mocioalca

Finance · 2005

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 9 citations into it; #6,491 of 10,518 by trust here, #9,371 by citations
• Economics and Econometrics — 5 citations into it; #14,099 of 23,481 by trust here, #21,405 by citations

Whom Oana Mocioalca trusts overall

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

1. Christian Bender
2. David Nualart
3. Patrick Cheridito
4. Laure Coutin
5. Ciprian A. Tudor

Who trusts Oana Mocioalca overall

1. Frederi G. Viens
2. Jianfeng Zhang
3. Joachim Lebovits
4. Ciprian A. Tudor

Papers from Oana Mocioalca's perspective

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

1. Tanaka formula for the fractional Brownian motion
2. An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter
3. Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter H∈(0,12)
4. The Malliavin Calculus and Related Topics
5. Stochastic Calculus with Respect to Gaussian Processes
6. Arbitrage with fractional Brownian motion
7. Forward-Backward Stochastic Differential Equations and their Applications
8. Arbitrage in fractional Brownian motion models (Finance and Stochastics)
9. Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 12
10. Integration questions related to fractional Brownian motion

Their papers

• Skorohod integration and stochastic calculus beyond the fractional Brownian scale (2005) — 59 citations