Esko Valkeila

Finance · 2001–2010

A researcher in the Science corpus: 6 papers; trusts 12 researchers and is trusted by 27 researchers here, as inferred from the citation graph.

Subfields

Whom Esko Valkeila trusts overall

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

  1. Patrick Cheridito
  2. Yaozhong Hu
  3. Paolo Guasoni
  4. Tommi Sottinen
  5. David Nualart
  6. Christian Bender
  7. M. Zili
  8. Yuri M. Kabanov
  9. Bernt Øksendal
  10. Robert J. R. Elliott

Who trusts Esko Valkeila overall

  1. Jakob Gulddahl Rasmussen
  2. Günter Last
  3. Q. W. Ang
  4. Samuel H. Cox
  5. Rakshit S. Trivedi
  6. Eduardo Abi Jaber
  7. David Nualart
  8. Christian Bender
  9. Mathew D. Penrose
  10. Hanjun Dai

Papers from Esko Valkeila's perspective

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

  1. Arbitrage with fractional Brownian motion
  2. Arbitrage in fractional Brownian motion models (Finance and Stochastics)
  3. Stochastic Calculus for Fractional Brownian Motion and Related Processes
  4. NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND
  5. Consistent price systems and face-lifting pricing under transaction costs
  6. The fundamental theorem of asset pricing for continuous processes under small transaction costs
  7. Arbitrage Opportunities for a Class of Gladyshev Processes
  8. On the mixed fractional Brownian motion
  9. A General Fractional White Noise Theory And Applications To Finance
  10. Stochastic calculus with respect to the fractional Brownian motion and applications

Their papers