Juan Carlos Pardo

Finance · 2008–2012

A researcher in the Science corpus: 5 papers; trusts 19 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom Juan Carlos Pardo trusts overall

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

  1. Alexey Kuznetsov
  2. Andreas E. Kyprianou
  3. María Emilia Caballero
  4. J. Rosínski
  5. Jean Bertoin
  6. L. Chaumont
  7. Peter P. Carr
  8. Marc Yor
  9. Steven Kou
  10. V. Rivero

Who trusts Juan Carlos Pardo overall

  1. Pierre Patie
  2. Alexey Kuznetsov
  3. Andreas E. Kyprianou

Papers from Juan Carlos Pardo's perspective

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

  1. Recurrent extensions of self-similar Markov processes and Cramér’s condition II
  2. Introductory Lectures on Fluctuations of Lévy Processes with Applications
  3. Lévy Processes in Finance: Pricing Financial Derivatives
  4. The Entrance Laws of Self-Similar Markov Processes and Exponential Functionals of Lévy Processes
  5. Conditioned stable Levy processes and Lamperti representation.
  6. Stochastic Volatility for Lévy Processes
  7. Non-Gaussian Merton-Black-Scholes theory
  8. On the Lamperti stable processes
  9. The Variance Gamma (V.G.) Model for Share Market Returns
  10. On Subordinators, Self-Similar Markov Processes and Some Factorizations of the Exponential Variable

Their papers