Conall O’Sullivan

Finance · 2006

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 32 researchers here, as inferred from the citation graph.

Subfields

Whom Conall O’Sullivan trusts overall

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

  1. Dilip B Madan 5
  2. Ole E. Barndorff-Nielsen
  3. Helyette Geman
  4. Steven Kou
  5. Roger Lee
  6. Ernst Eberlein
  7. Peter P. Carr
  8. Eugene Seneta
  9. Jun Pan
  10. Alan L. Lewis

Who trusts Conall O’Sullivan overall

  1. Kyunghyun Cho
  2. Wenyin Gong
  3. A. Montecucco
  4. Hua Jiang
  5. Yuanzhi Li
  6. Samer Hassan
  7. Paul Groth
  8. Zheng Ge
  9. Mykhaylo Andriluka
  10. Atilim Gunes Baydin

Papers from Conall O’Sullivan's perspective

Ordered by how strongly the researchers Conall O’Sullivan trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Variance Gamma Process and Option Pricing
  2. Processes of normal inverse Gaussian type
  3. The Variance Gamma (V.G.) Model for Share Market Returns
  4. Option Pricing by Transform Methods: Extensions, Unification, and Error Control
  5. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  6. Time-Changed Levy Processes and Option Pricing ⁄
  7. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  8. A Simple Option Formula for General Jump-Diffusion and Other Exponential Levy Processes
  9. First passage times of a jump diffusion process (Advances in Applied Probability)
  10. The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures

Their papers