Bruno Dupire

Quantitative finance (Print) · 2019

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 13 researchers here, as inferred from the citation graph.

Whom Bruno Dupire trusts overall

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

  1. R. C. Merton

Who trusts Bruno Dupire overall

  1. Shige Peng
  2. Jianfeng Zhang
  3. Frederi G. Viens
  4. Cong Wu
  5. Shanjian Tang
  6. Rama Cont
  7. Andrea Cosso
  8. Fu Zhang
  9. Nicolas Perkowski
  10. Fausto Gozzi

Papers from Bruno Dupire's perspective

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

  1. Stochastic Integration and Differential Equations. Second Edition.
  2. Stochastic calculus with respect to continuous finite quadratic variation processes
  3. MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES
  4. Martingale Representation of Functionals of Lévy Processes
  5. Financial Modelling with Jump Processes
  6. Pathwise uniqueness for singular SDEs driven by stable processes
  7. Ergodicity of the 2D Navier-Stokes equations with degenerate stochastic forcing
  8. The Pricing of Options and Corporate Liabilities
  9. On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts
  10. The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets: A Reply

Their papers