Vadim Linetsky

Finance · 2001–2014

A researcher in the Science corpus: 10 papers; trusts 33 researchers and is trusted by 30 researchers here, as inferred from the citation graph.

Subfields

Whom Vadim Linetsky trusts overall

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

  1. Marc Yor
  2. Anja Göing-Jaeschke
  3. Dmitry Davydov
  4. Peter P. Carr
  5. Helyette Geman
  6. Dilip B Madan 5
  7. Alexander Lipton
  8. Simon S. Haykin
  9. V. Gorovoi
  10. Philipp J. Schönbucher

Who trusts Vadim Linetsky overall

  1. Lingfei Li
  2. Marceau Decamps
  3. Rafael Mendoza-Arriaga
  4. Jian-wei Gao
  5. Marc J. Goovaerts
  6. Jens H. E. Christensen
  7. Wim Schoutens
  8. Steven Kou
  9. A. Gairat
  10. Aleksandar Mijatovic

Papers from Vadim Linetsky's perspective

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

  1. The Pricing of Options and Corporate Liabilities
  2. Markov Processes: Characterization and Convergence
  3. Time-Changed Levy Processes and Option Pricing ⁄
  4. Stochastic processes and orthogonal polynomials
  5. Laguerre Series for Asian and Other Options
  6. On the integral of geometric Brownian motion
  7. Exponential Functionals of Brownian Motion and Related Processes
  8. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  9. Volatility skews and extensions of the Libor market model
  10. Stochastic Volatility for Lévy Processes

Their papers