David-Antoine Fourni'e

2010

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 5 researchers here, as inferred from the citation graph.

Whom David-Antoine Fourni'e trusts overall

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

  1. Rama Cont

Who trusts David-Antoine Fourni'e overall

  1. Frederi G. Viens
  2. Shanjian Tang
  3. Jianfeng Zhang
  4. Shige Peng
  5. Fu Zhang

Papers from David-Antoine Fourni'e's perspective

Ordered by how strongly the researchers David-Antoine Fourni'e trusts endorse each paper. Same corpus, a different order for every researcher.

  1. A functional extension of the Ito formula
  2. Change of variable formulas for non-anticipative functionals on path space ✩
  3. Stochastic differential equations
  4. Elements of Stochastic Calculus via Regularization
  5. What Type of Process Underlies Options? A Simple Robust Test
  6. Intraday periodicity and volatility persistence in financial markets
  7. Lévy Processes in Finance: Pricing Financial Derivatives
  8. Nonparametric tests for pathwise properties of semimartingales
  9. Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps
  10. Estimation of affine asset pricing models using the empirical characteristic function

Their papers