Serge Cohen

2000–2007

A researcher in the Science corpus: 3 papers; trusts 2 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Whom Serge Cohen trusts overall

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

1. J. Rosínski
2. René L. Schilling

Who trusts Serge Cohen overall

1. Arturo Kohatsu-Higa
2. T. Marquardt
3. Peter Tankov
4. Sergio Bianchi

Papers from Serge Cohen's perspective

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

1. Tempering stable processes
2. Financial Modelling with Jump Processes
3. Series Representations of Lévy Processes from the Perspective of Point Processes
4. Limit Distributions for Sums of Independent Random Vectors
5. Ten Lectures on Wavelets
6. Least‐squares Estimation of an Unknown Number of Shifts in a Time Series
7. Stochastic Volatility for Lévy Processes
8. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
9. Normal Modified Stable Processes
10. OPTION PRICING FOR TRUNCATED LÉVY PROCESSES

Their papers

• On roughness indices for fractional fields (2004) — 69 citations
• Gaussian approximation of multivariate Lévy processes with applications to simulation of tempered stable processes (2007) — 83 citations
• Identification of the Hurst Index of a Step Fractional Brownian Motion (2000) — 72 citations