Á. Cartea

Finance · 2005–2018

A researcher in the Science corpus: 6 papers; trusts 27 researchers and is trusted by 14 researchers here, as inferred from the citation graph.

Subfields

Whom Á. Cartea trusts overall

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

  1. Eduardo S. Schwartz
  2. A. Etheridge
  3. J. Lucia
  4. Fred Espen Benth
  5. Svetlana Boyarchenko
  6. Christopher R. Knittel
  7. Rosario Nunzio Mantegna
  8. Robert S. Pindyck
  9. Marco Avellaneda
  10. Rama Cont

Who trusts Á. Cartea overall

  1. Rafal Weron
  2. Fred Espen Benth
  3. Klaus F. X. Mayer
  4. P. Muniain
  5. Pierre Cardaliaguet
  6. Lina Song
  7. Ole E. Barndorff-Nielsen
  8. Stefan Trück
  9. Florian Ziel
  10. Weiguo Wang

Papers from Á. Cartea's perspective

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

  1. Short-Term Variations and Long-Term Dynamics in Commodity Prices
  2. The Fine Structure of Asset Retums : An Empirical Investigation '
  3. An Empirical Examination of Deregulated Electricity Prices
  4. Optimal stopping and perpetual options for Lévy processes
  5. Optimal execution strategies in limit order books with general shape functions
  6. Financial Modelling with Jump Processes
  7. Financial Modelling with Jump Processes
  8. An Introduction to Probability Theory and Its Applications
  9. A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing
  10. The Price Impact of Order Book Events

Their papers