Attilio Meucci

Finance · 2005–2015

A researcher in the Science corpus: 5 papers; trusts 11 researchers and is trusted by 20 researchers here, as inferred from the citation graph.

Subfields

Whom Attilio Meucci trusts overall

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

  1. Rama Cont
  2. Helyette Geman
  3. Wim Schoutens
  4. Peter Tankov
  5. Hansjörg Albrecher *
  6. J. Poirot
  7. Peter P. Carr
  8. C. He
  9. Martin Predota

Who trusts Attilio Meucci overall

  1. Cfa Jay Walters
  2. Guofu Zhou
  3. Yingzi Zhu
  4. Raymond Kan
  5. Zhuoran Qiao
  6. G. D. Nard
  7. Olivier Ledoit
  8. Noureddine El Karoui
  9. Weili Nie
  10. Michael Wolf

Papers from Attilio Meucci's perspective

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

  1. Financial Modelling with Jump Processes
  2. Calibration of Jump-Diffusion Option Pricing Models: A Robust Non-Parametric Approach
  3. Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes
  4. Pure jump L'evy processes for asset price modeling
  5. Stochastic Volatility for Lévy Processes
  6. Risk and asset allocation
  7. Universal option valuation using quadrature methods
  8. Lévy Processes in Finance
  9. Numerical recipes in C
  10. Calibration and hedging under jump diffusion

Their papers