Pál-Andrej Nitsche
Finance · 2005–2006
A researcher in the Science corpus: 2 papers; trusts 10 researchers and is trusted by 17 researchers here, as inferred from the citation graph.
Subfields
- Finance — 12 citations into it; #4,361 of 10,518 by trust here, #7,575 by citations
- Computational Mechanics — 6 citations into it; #3,823 of 10,001 by trust here, #7,501 by citations
- Economics and Econometrics — 6 citations into it; #9,425 of 23,481 by trust here, #17,969 by citations
Whom Pál-Andrej Nitsche trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Albert Cohen
- Ole E. Barndorff-Nielsen
- Svetlana Boyarchenko
- Ronald A. DeVore
- Wolfgang Dahmen
- Ernst Eberlein
- Dilip B Madan 5
- Sergei Levendorskii
- Leif Andersen
- N. Shephard
Who trusts Pál-Andrej Nitsche overall
- Markus Hansen
- Markus Bachmayr
- S. Clift
- Heinz-Jürgen Flad
- D. Dung
- Iris R. Wang
- Ross Maller
- Ana-Maria Matache
- Peter A. Forsyth
- Rob P. Stevenson
Papers from Pál-Andrej Nitsche's perspective
Ordered by how strongly the researchers Pál-Andrej Nitsche trusts endorse each paper. Same corpus, a different order for every researcher.
- Application of Generalized Hyperbolic Lévy Motions to Finance
- Adaptive wavelet methods for elliptic operator equations: Convergence rates (Mathematics of Computation)
- Processes of normal inverse Gaussian type
- Martingale Methods in Financial Modelling
- OPTION PRICING FOR TRUNCATED LÉVY PROCESSES
- Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
- Barrier options and touch- and-out options under regular Lévy processes of exponential type
- The Variance Gamma Process and Option Pricing
- Exponential Hedging and Entropic Penalties
- Derivatives in Financial Markets with Stochastic Volatility
Their papers
- Wavelet Galerkin pricing of American options on Lévy driven assets (2005) — 141 citations
- Best N Term Approximation Spaces for Tensor Product Wavelet Bases (2006) — 47 citations