E. Venardos

Finance · 2003

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 15 researchers here, as inferred from the citation graph.

Subfields

Whom E. Venardos trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. Sebastian Raible
  3. Alan L. Lewis
  4. N. Shephard
  5. Dilip B Madan 5

Who trusts E. Venardos overall

  1. Ole E. Barndorff-Nielsen
  2. Fred Espen Benth
  3. N. Shephard
  4. David Applebaum
  5. V. Todorov
  6. Martin Keller‐Ressel
  7. Donatien Hainaut
  8. George Tauchen
  9. Robert Stelzer
  10. Eberhard Mayerhofer

Papers from E. Venardos's perspective

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

  1. The Variance Gamma (V.G.) Model for Share Market Returns
  2. The Variance Gamma Process and Option Pricing
  3. Modelling by Lévy Processess for Financial Econometrics
  4. Empirical properties of asset returns: stylized facts and statistical issues
  5. Series Representations of Lévy Processes from the Perspective of Point Processes
  6. Lévy Processes in Finance: Theory, Numerics, and Empirical Facts
  7. Apparent scaling
  8. A Simple Option Formula for General Jump-Diffusion and Other Exponential Levy Processes
  9. The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
  10. Application of Generalized Hyperbolic Lévy Motions to Finance

Their papers