Rafael Mendoza-Arriaga

Finance · 2014

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Rafael Mendoza-Arriaga trusts overall

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

  1. Vadim Linetsky
  2. Lingfei Li
  3. Damiano Brigo
  4. Nina Boyarchenko
  5. Ole E. Barndorff-Nielsen

Papers from Rafael Mendoza-Arriaga's perspective

Ordered by how strongly the researchers Rafael Mendoza-Arriaga trusts endorse each paper. Same corpus, a different order for every researcher.

  1. AN EXACT FORMULA FOR DEFAULT SWAPTIONS’ PRICING IN THE SSRJD STOCHASTIC INTENSITY MODEL
  2. THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS
  3. TIME‐CHANGED ORNSTEIN–UHLENBECK PROCESSES AND THEIR APPLICATIONS IN COMMODITY DERIVATIVE MODELS
  4. Time-Changed Levy Processes and Option Pricing ⁄
  5. Markov Processes: Characterization and Convergence
  6. Time Changes for Lévy Processes
  7. Understanding the Fine Structure of Electricity Prices
  8. Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes (Operational Research)
  9. Stochastic processes and orthogonal polynomials
  10. THE NORMAL INVERSE GAUSSIAN DISTRIBUTION AND SPOT PRICE MODELLING IN ENERGY MARKETS

Their papers