Tobias von Petersdorff

Finance · 2002–2006

A researcher in the Science corpus: 3 papers; trusts 7 researchers and is trusted by 25 researchers here, as inferred from the citation graph.

Subfields

• Finance — 9 citations into it; #4,367 of 10,518 by trust here, #7,575 by citations
• Economics and Econometrics — 7 citations into it

Whom Tobias von Petersdorff trusts overall

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

1. Wim Schoutens
2. Ernst Eberlein
3. Ole E. Barndorff-Nielsen
4. Dilip B Madan 5
5. Ana-Maria Matache
6. Michael Griebel
7. N. Shephard
8. Svetlana Boyarchenko
9. Freddy Delbaen

Who trusts Tobias von Petersdorff overall

1. Christoph Schwab
2. Ivan P. Gavrilyuk
3. Boris N. Khoromskij
4. Sergey V. Dolgov
5. Michael Griebel
6. É. Cancès
7. Claude Jeffrey Gittelson
8. Martin Hutzenthaler
9. Christian Beck
10. Helmut Harbrecht

Papers from Tobias von Petersdorff's perspective

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

1. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
2. Application of Generalized Hyperbolic Lévy Motions to Finance
3. The Pricing of Options and Corporate Liabilities
4. The Variance Gamma Process and Option Pricing
5. OPTION PRICING FOR TRUNCATED LÉVY PROCESSES
6. Barrier options and touch- and-out options under regular Lévy processes of exponential type
7. Exponential Hedging and Entropic Penalties
8. A Jump-Diffusion Model for Option Pricing (Management Sciences)
9. Lévy Processes in Finance
10. Wavelet Galerkin pricing of American options on Lévy driven assets

Their papers

• NUMERICAL SOLUTION OF PARABOLIC EQUATIONS IN HIGH DIMENSIONS (2004) — 151 citations
• Sparse finite element methods for operator equations with stochastic data (2006) — 73 citations
• Fast deterministic pricing of options on Lévy driven assets (2002) — 175 citations