Giovanni Petrella

Finance · 2005–2012

A researcher in the Science corpus: 2 papers; trusts 8 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Giovanni Petrella trusts overall

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

  1. Steven Kou
  2. Rama Cont
  3. John C. Hull
  4. Hui Wang
  5. Søren Asmussen
  6. Peter Tankov

Who trusts Giovanni Petrella overall

  1. Steven Kou

Papers from Giovanni Petrella's perspective

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

  1. A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models (SIAM Journal on Numerical Analysis)
  2. A Jump-Diffusion Model for Option Pricing (Management Sciences)
  3. Evaluating first-passage probabilities for spectrally one-sided Lévy processes (Journal of Applied Probability)
  4. Russian and American put options under exponential phase-type Lévy models
  5. First passage times of a jump diffusion process (Advances in Applied Probability)
  6. Options, Futures, and Other Derivatives
  7. Option Pricing Under a Double Exponential Jump Diffusion Model (Management Sciences)
  8. Stochastic processes with applications to finance
  9. Non-parametric calibration of jump–diffusion option pricing models
  10. Calibration of Jump-Diffusion Option Pricing Models: A Robust Non-Parametric Approach

Their papers