Arturo Kohatsu-Higa

Finance · 2010–2015

A researcher in the Science corpus: 2 papers; trusts 12 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Arturo Kohatsu-Higa trusts overall

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

  1. René L. Schilling
  2. J. Rosínski
  3. Serge Cohen
  4. J. Poirot
  5. Jean Jacod
  6. Alexandros Beskos
  7. Peter Tankov
  8. Ole E. Barndorff-Nielsen
  9. Thomas G. Kurtz
  10. Nicola Bruti-Liberati

Who trusts Arturo Kohatsu-Higa overall

  1. A. Kulik

Papers from Arturo Kohatsu-Higa's perspective

Ordered by how strongly the researchers Arturo Kohatsu-Higa trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Series Representations of Lévy Processes from the Perspective of Point Processes
  2. Financial Modelling with Jump Processes
  3. Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process
  4. Exact simulation of diffusions
  5. Strong approximations of stochastic differential equations with jumps
  6. The approximate Euler method for Lévy driven stochastic differential equations
  7. Gaussian approximation of multivariate Lévy processes with applications to simulation of tempered stable processes
  8. Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes
  9. Absolute continuity for some one-dimensional processes
  10. Existence of densities for stable-like driven SDEʼs with Hölder continuous coefficients

Their papers