L. Pospisil
2010
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Whom L. Pospisil trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts L. Pospisil overall
Papers from L. Pospisil's perspective
Ordered by how strongly the researchers L. Pospisil trusts endorse each paper. Same corpus, a different order for every researcher.
- Equivalence of floating and fixed strike Asian and lookback options
- Stochastic calculus for finance
- Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
- The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
- Option Pricing by Transform Methods: Extensions, Unification, and Error Control
- The Pricing of Options and Corporate Liabilities
- Lévy processes : theory and applications
- Financial Modelling with Jump Processes
- The Fine Structure of Asset Retums : An Empirical Investigation '
- Time Change Representation of Stochastic Integrals
Their papers
- Portfolio sensitivity to changes in the maximum and the maximum drawdown (2010) — 53 citations