J. Syroka

Economics and Econometrics · 2002–2005

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

Whom J. Syroka trusts overall

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

  1. Yaozhong Hu

Who trusts J. Syroka overall

  1. Fred Espen Benth
  2. J. Šaltytė Benth
  3. Frank Schiller
  4. Christopher B. Barrett

Papers from J. Syroka's perspective

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

  1. Regularizing fractional Brownian motion with a view towards stock price modelling
  2. FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
  3. Pricing weather derivatives by marginal value
  4. Statistics for long-memory processes
  5. Financial Modelling with Jump Processes
  6. Integration questions related to fractional Brownian motion
  7. A regression-based Monte Carlo method to solve backward stochastic differential equations
  8. Are classes of deterministic integrands for fractional Brownian motion on an interval complete
  9. Forward-Backward Stochastic Differential Equations and their Applications
  10. Properties and numerical evaluation of the Rosenblatt distribution

Their papers