Claudia Riveiro

2002

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Claudia Riveiro trusts overall

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

1. Dilip B Madan 5
2. Peter P. Carr
3. Eugene Seneta

Papers from Claudia Riveiro's perspective

Ordered by how strongly the researchers Claudia Riveiro trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Variance Gamma Process and Option Pricing
2. The Variance Gamma (V.G.) Model for Share Market Returns
3. Numerical recipes in C
4. Stochastic Volatility for Lévy Processes
5. Modelling by L´ evy Processes for Financial Econometrics
6. Algorithm 659
7. Monte Carlo methods in finance
8. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
9. First passage times of a jump diffusion process (Advances in Applied Probability)
10. Information Theory, Inference, and Learning Algorithms

Their papers

• Valuing path dependent options in the variance-gamma model by Monte Carlo with a gamma bridge (2002) — 107 citations