Diego del-Castillo-Negrete

Finance · 2003–2009

A researcher in the Science corpus: 4 papers; trusts 9 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

• Finance — 11 citations into it; #6,531 of 10,518 by trust here, #6,162 by citations
• Economics and Econometrics — 6 citations into it; #14,184 of 23,481 by trust here, #14,996 by citations
• Statistical and Nonlinear Physics — 5 citations into it; #4,820 of 10,127 by trust here, #7,024 by citations

Whom Diego del-Castillo-Negrete trusts overall

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

1. Svetlana Boyarchenko
2. Rosario Nunzio Mantegna
3. Wim Schoutens
4. Peter P. Carr
5. Sergei Levendorskii
6. H. Eugene Stanley

Who trusts Diego del-Castillo-Negrete overall

1. Mark Allen
2. Lina Song
3. Changfeng Gui
4. X. Cabré
5. Tenreiro Machado
6. Luis Caffarelli
7. Weiguo Wang

Papers from Diego del-Castillo-Negrete's perspective

Ordered by how strongly the researchers Diego del-Castillo-Negrete trusts endorse each paper. Same corpus, a different order for every researcher.

1. Optimal stopping and perpetual options for Lévy processes
2. An Introduction to Probability Theory and Its Applications
3. Continuous Time Finance
4. The Fine Structure of Asset Retums : An Empirical Investigation '
5. Financial Modelling with Jump Processes
6. Non-Gaussian Merton-Black-Scholes theory
7. Lévy Processes in Finance
8. Arbitrage Theory in Continuous Time
9. AND D
10. Stochastic process with ultraslow convergence to a Gaussian: The truncated Lévy flight.

Their papers

• Fractional Diffusion Models of Option Prices in Markets With Jumps (2007) — 346 citations
• Truncation effects in superdiffusive front propagation with Lévy flights. (2009) — 69 citations
• Fractional diffusion in plasma turbulence (2004) — 272 citations
• Numerical methods for the solution of partial difierential equations of fractional order (2003) — 243 citations