Jim Gatheral

2010

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

Whom Jim Gatheral trusts overall

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

  1. Steven Kou

Papers from Jim Gatheral's perspective

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

  1. Calibration of Jump-Diffusion Option Pricing Models: A Robust Non-Parametric Approach
  2. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  3. A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models (SIAM Journal on Numerical Analysis)
  4. Financial Modelling with Jump Processes
  5. Non-parametric calibration of jump–diffusion option pricing models
  6. Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Lévy Processes
  7. Lévy Processes in Finance: Pricing Financial Derivatives
  8. Second Order Elliptic Integro-Differential Problems
  9. Influence of cultivation temperature on the ligninolytic activity of selected fungal strains
  10. Explicit form and robustness of martingale representations

Their papers