Efrem Bonfiglioli

Finance · 2012

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Efrem Bonfiglioli trusts overall

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

  1. Peter P. Carr
  2. Liuren Wu
  3. Dilip B Madan 5

Papers from Efrem Bonfiglioli's perspective

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

  1. Time-Changed Levy Processes and Option Pricing ⁄
  2. Stochastic Volatility for Lévy Processes
  3. Comparison Methods for Stochastic Models and Risks (Technometrics)
  4. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  5. The Fine Structure of Asset Retums : An Empirical Investigation '
  6. First passage times of a jump diffusion process (Advances in Applied Probability)
  7. Information Theory, Inference, and Learning Algorithms
  8. Lévy Processes in Finance: Pricing Financial Derivatives
  9. Making Markov martingales meet marginals: with explicit constructions
  10. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets

Their papers