Nicola Bruti-Liberati
Finance · 2007–2010
A researcher in the Science corpus: 2 papers; trusts 9 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Finance — 13 citations into it; #5,598 of 10,518 by trust here, #6,960 by citations
- Economics and Econometrics — 6 citations into it
Whom Nicola Bruti-Liberati trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- R. Lord
- Desmond John Higham
- Thomas E. Turner
- Eckhard Platen
- Steven Kou
- R. Koekkoek
- Peter E. Kloeden
- Santiago Schnell
- Daniel T. Gillespie
- Dick Van Dijk
Who trusts Nicola Bruti-Liberati overall
- V. Todorov
- Chaman Kumar
- Murray Pollock
- Dmitriy Feliksovich Kuznetsov
- Arturo Kohatsu-Higa
- Sotirios Sabanis
Papers from Nicola Bruti-Liberati's perspective
Ordered by how strongly the researchers Nicola Bruti-Liberati trusts endorse each paper. Same corpus, a different order for every researcher.
- Approximate accelerated stochastic simulation of chemically reacting systems
- Convergence of a discretization scheme for jump-diffusion processes with state–dependent intensities (Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences)
- Stochastic approaches for modelling in vivo reactions (Comput. Biol. Chem.)
- The Order of Approximations for Solutions of Itô-Type Stochastic Differential Equations with Jumps
- CONVERGENCE AND STABILITY OF IMPLICIT METHODS FOR JUMP-DIFFUSION SYSTEMS
- A Jump-Diffusion Model for Option Pricing (Management Sciences)
- A comparison of biased simulation schemes for stochastic volatility models
- The Art of Computer Programming
- Monte Carlo Methods in Financial Engineering
- Numerical Solution of Stochastic Differential Equations
Their papers
- Strong approximations of stochastic differential equations with jumps (2007) — 88 citations
- Numerical Solution of Stochastic Differential Equations with Jumps in Finance (2010) — 449 citations