Rainer Schöbel

Finance · 2013

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

Subfields

• Finance — 10 citations into it

Whom Rainer Schöbel trusts

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

1. Patrick Cheridito (in Finance)

Papers from Rainer Schöbel's perspective

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

1. Arbitrage with fractional Brownian motion
2. Arbitrage in fractional Brownian motion models (Finance and Stochastics)
3. Financial Modelling with Jump Processes
4. The Pricing of Options and Corporate Liabilities
5. Exponential Hedging and Entropic Penalties
6. Forward-Backward Stochastic Differential Equations and their Applications
7. Numberical Method for Backward Stochastic Differential Equations
8. Consistent price systems and face-lifting pricing under transaction costs
9. Stochastic Calculus for Fractional Brownian Motion and Related Processes
10. FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE

Their papers

• A note on the use of fractional Brownian motion for financial modeling (2013) — 109 citations