Hiroyuki Matsumoto

Finance · 2000–2011

A researcher in the Science corpus: 7 papers; trusts 5 researchers and is trusted by 13 researchers here, as inferred from the citation graph.

Subfields

• Finance — 12 citations into it; #2,008 of 10,518 by trust here, #2,604 by citations

Whom Hiroyuki Matsumoto trusts overall

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

1. Marc Yor
2. Michael Schroder
3. Irving John Good
4. Catherine Donati-Martin
5. Daniel Dufresne
6. Pauline Barrieu
7. Jean Bertoin
8. Yasuhiro Omori
9. Gérard Letac

Who trusts Hiroyuki Matsumoto overall

1. Marc Yor
2. Daniel Dufresne
3. Neil O'Connell
4. Nozer D. Singpurwalla
5. P. Carr
6. L. Chaumont
7. Pierre Patie
8. Jean Bertoin
9. M. Schröder
10. Henry Pant'i

Papers from Hiroyuki Matsumoto's perspective

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

1. Eigenvalues of the Laguerre Process as Non-Colliding Squared Bessel Processes
2. Laguerre Series for Asian and Other Options
3. An Analogue of Pitman’s 2M — X Theorem for Exponential Wiener Functionals Part II: The Role of the Generalized Inverse Gaussian Laws (Nagoya mathematical journal)
4. On the integral of geometric Brownian motion
5. Table of Integrals, Series, and Products
6. Exponential functionals of Levy processes
7. An analogue of Pitman’s 2M – X theorem for exponential Wiener functionals: Part I: A time-inversion approach (Nagoya mathematical journal)
8. THE POPULATION FREQUENCIES OF SPECIES AND THE ESTIMATION OF POPULATION PARAMETERS
9. An independence property for the product of GIG and gamma laws
10. Exponential functionals of Brownian motion, I: Probability laws at fixed time

Their papers

• Exponential functionals of Brownian motion, II: Some related diffusion processes (2005) — 387 citations
• An analogue of Pitman’s 2M – X theorem for exponential Wiener functionals: Part I: A time-inversion approach (2000) — 95 citations
• The probability distributions of the first hitting times of Bessel processes (2011) — 60 citations
• Exponential functionals of Brownian motion, I: Probability laws at fixed time (2005) — 239 citations
• Some Properties of the Wishart Processes and a Matrix Extension of the Hartman-Watson Laws † (2004) — 70 citations
• A relationship between Brownian motions with opposite drifts via certain enlargements of the Brownian filtration (2001) — 63 citations
• An Analogue of Pitman’s 2M — X Theorem for Exponential Wiener Functionals Part II: The Role of the Generalized Inverse Gaussian Laws (2001) — 121 citations