José Santiago Fajardo

Finance · 2006

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom José Santiago Fajardo trusts overall

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

  1. Wim Schoutens
  2. René L. Schilling
  3. Ernesto Mordecki
  4. Svetlana Boyarchenko
  5. Peter P. Carr
  6. Sergei Levendorskii
  7. Steven Kou
  8. Ernst Eberlein

Papers from José Santiago Fajardo's perspective

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

  1. The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
  2. The Meixner process : theory and applications in finance
  3. Optimal stopping and perpetual options for Lévy processes
  4. Lévy Processes in Finance: Pricing Financial Derivatives
  5. Option Pricing Under a Double Exponential Jump Diffusion Model (Management Sciences)
  6. Financial Modelling with Jump Processes
  7. Non-Gaussian Merton-Black-Scholes theory
  8. The Finite Moment Log Stable Process and Option Pricing
  9. Generalized Hyperbolic Distributions and Brazilian Data
  10. Tempering stable processes

Their papers