J. Dewynne

Finance · 2008

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom J. Dewynne trusts overall

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

  1. Marc Yor
  2. Jin E. Zhang
  3. Sam D. Howison

Papers from J. Dewynne's perspective

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

  1. Exponential Functionals of Brownian Motion and Related Processes
  2. Spanning and Derivative-Security Valuation
  3. The Variance Gamma Process and Option Pricing
  4. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  5. Diffusions, Markov Processes, and Martingales by L. C. G. Rogers
  6. Table of Integrals, Series, and Products
  7. Exponential functionals of Levy processes
  8. An Analogue of Pitman’s 2M — X Theorem for Exponential Wiener Functionals Part II: The Role of the Generalized Inverse Gaussian Laws (Nagoya mathematical journal)
  9. On the integral of geometric Brownian motion
  10. Laguerre Series for Asian and Other Options

Their papers