Alexandra Chronopoulou

Finance · with Viens · 2008–2012

A researcher in the Science corpus: 3 papers; trusts 10 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Alexandra Chronopoulou trusts overall

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

  1. Ciprian A. Tudor
  2. David Nualart
  3. Patrick Cheridito
  4. Jean‐François Coeurjolly
  5. Ionut Florescu
  6. Frederi G. Viens
  7. Christian Bender
  8. Salvador Ortiz
  9. Jan Beran
  10. Giovanni Peccati

Who trusts Alexandra Chronopoulou overall

  1. Ivan Nourdin
  2. T. T. Diu Tran

Papers from Alexandra Chronopoulou's perspective

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

  1. Central limit theorems for multiple stochastic integrals and Malliavin calculus
  2. Arbitrage with fractional Brownian motion
  3. Analysis of the Rosenblatt process
  4. Multivariate normal approximation using Stein's method and Malliavin calculus
  5. Arbitrage in fractional Brownian motion models (Finance and Stochastics)
  6. Variations of the solution to a stochastic heat equation
  7. Estimating the Parameters of a Fractional Brownian Motion by Discrete Variations of its Sample Paths
  8. Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: The critical case H=1/4
  9. Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
  10. Tanaka formula for the fractional Brownian motion

Their papers