T. T. Diu Tran

Finance · 2017

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom T. T. Diu Tran trusts overall

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

  1. Ciprian A. Tudor
  2. Alexandra Chronopoulou
  3. Frederi G. Viens
  4. M. Maejima
  5. Ivan Nourdin
  6. Yaozhong Hu
  7. Mathieu Rosenbaum
  8. Jean‐François Coeurjolly

Papers from T. T. Diu Tran's perspective

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

  1. Estimating the Parameters of a Fractional Brownian Motion by Discrete Variations of its Sample Paths
  2. Parameter estimation for fractional Ornstein–Uhlenbeck processes
  3. Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem
  4. Estimation of the volatility persistence in a discretely observed diffusion model
  5. Normal Approximations with Malliavin Calculus: From Stein's Method to Universality
  6. Volatility is rough
  7. Variations and estimators for selfsimilarity parameters via Malliavin calculus
  8. Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives: Introduction to Stochastic Volatility Models
  9. Variations and Hurst index estimation for a Rosenblatt process using longer filters
  10. Analysis of Variations for Self-similar Processes: A Stochastic Calculus Approach

Their papers