J. Poirot

2007

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Whom J. Poirot trusts overall

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

  1. Rama Cont
  2. J. Rosínski
  3. Peter P. Carr
  4. Peter Tankov
  5. Ekaterina Voltchkova
  6. Svetlana Boyarchenko

Who trusts J. Poirot overall

  1. Gianluca Fusai
  2. Arturo Kohatsu-Higa
  3. Young Shin Kim
  4. Attilio Meucci
  5. Peter Tankov
  6. Svetlozar T. Rachev
  7. Michele Leonardo Bianchi

Papers from J. Poirot's perspective

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

  1. The Fine Structure of Asset Retums : An Empirical Investigation '
  2. Series Representations of Lévy Processes from the Perspective of Point Processes
  3. A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models (SIAM Journal on Numerical Analysis)
  4. Financial Modelling with Jump Processes
  5. Non-Gaussian Merton-Black-Scholes theory
  6. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  7. Financial Modelling with Jump Processes
  8. Lévy Processes in Finance: Pricing Financial Derivatives
  9. Option Pricing by Transform Methods: Extensions, Unification, and Error Control
  10. What Type of Process Underlies Options? A Simple Robust Test

Their papers