Rita Scotti

2004

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Whom Rita Scotti trusts overall

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

  1. Fabio Mercurio
  2. Damiano Brigo

Who trusts Rita Scotti overall

  1. David Hobson *

Papers from Rita Scotti's perspective

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

  1. Displaced and Mixture Diffusions for Analytically-Tractable Smile Models
  2. The Pricing of Options and Corporate Liabilities
  3. Numerical recipes in C
  4. Matrix computations
  5. Unconstrained parametrizations for variance-covariance matrices
  6. The Most General Methodology to Create a Valid Correlation Matrix for Risk Management and Option Pricing Purposes
  7. Interest Rates and The Credit Crunch: New Formulas and Market Models
  8. Martingale Methods in Financial Modelling
  9. A multi-quality model of interest rates
  10. Extensions to the Gaussian Copula: Random Recovery and Random Factor Loadings

Their papers