E. Petrou

Finance · 2008

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom E. Petrou trusts overall

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

  1. Yuhong Yang
  2. Giulia di Nunno
  3. Arne Løkka
  4. Bernt Øksendal
  5. Frederic Utzet
  6. Frank Norbert Proske
  7. Mark H. A. Davis
  8. Fred Espen Benth

Who trusts E. Petrou overall

  1. Lukasz Delong

Papers from E. Petrou's perspective

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

  1. Martingale Representation of Functionals of Lévy Processes
  2. MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES
  3. Malliavin Monte Carlo Greeks for jump diffusions
  4. Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Lévy Processes
  5. Malliavin Calculus for Lévy Processes with Applications to Finance
  6. Canonical Lévy process and Malliavin calculus
  7. Information Theory, Inference, and Learning Algorithms
  8. Financial Modelling with Jump Processes
  9. Stochastic Integration and Differential Equations. Second Edition.
  10. Stochastic calculus with respect to continuous finite quadratic variation processes

Their papers