T. Meyer‐Brandis

Finance · 2005–2018

A researcher in the Science corpus: 9 papers; trusts 18 researchers and is trusted by 21 researchers here, as inferred from the citation graph.

Subfields

Whom T. Meyer‐Brandis trusts overall

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

  1. M. T. Barlow
  2. Giulia di Nunno
  3. Helyette Geman
  4. Fred Espen Benth
  5. Bernt Øksendal
  6. Frank Norbert Proske
  7. Nathalie Eisenbaum
  8. Andrea Roncoroni
  9. Ole E. Barndorff-Nielsen
  10. Jem N. Corcoran

Who trusts T. Meyer‐Brandis overall

  1. Martin Bauer
  2. E. Fedrizzi
  3. Fred Espen Benth
  4. Xicheng Zhang
  5. Frank Norbert Proske
  6. Olivier Menoukeu-Pamen
  7. Franco Flandoli
  8. Longjie Xie
  9. R. Lassalle
  10. Claudia Klüppelberg

Papers from T. Meyer‐Brandis's perspective

Ordered by how strongly the researchers T. Meyer‐Brandis trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Financial Modelling with Jump Processes
  2. Martingale Representation of Functionals of Lévy Processes
  3. Stochastic calculus with respect to continuous finite quadratic variation processes
  4. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  5. Mean field games
  6. Stochastic Integration and Differential Equations. Second Edition.
  7. MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES
  8. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  9. Mean-field stochastic differential equations and associated PDEs
  10. Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Lévy Processes

Their papers