João Guerra

Finance · 2008

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom João Guerra trusts overall

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

  1. Kestutis Kubilius
  2. Patrick Cheridito
  3. Laure Coutin
  4. Christian Bender
  5. Mihai Gradinaru
  6. David Nualart
  7. Zhongmin Qian
  8. Tommi Sottinen
  9. Ivan Nourdin
  10. Yaozhong Hu

Who trusts João Guerra overall

  1. Bin Pei
  2. Yuriy Kozachenko

Papers from João Guerra's perspective

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

  1. Arbitrage with fractional Brownian motion
  2. m-order integrals and generalized Ito's formula; the case of a fractional Brownian motion with any Hurst index
  3. Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter H∈(0,12)
  4. Stochastic analysis, rough path analysis and fractional Brownian motions
  5. Fractional Integrals and Derivatives: Theory and Applications
  6. FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
  7. ON CONVERGENCE OF STOCHASTIC PROCESSES
  8. The existence and uniqueness of the solution of an integral equation driven by a p-semimartingale of special type
  9. Tanaka formula for the fractional Brownian motion
  10. Arbitrage in fractional Brownian motion models (Finance and Stochastics)

Their papers