Krzysztof Podgórski
2001–2012
A researcher in the Science corpus: 4 papers; trusts 2 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Whom Krzysztof Podgórski trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Krzysztof Podgórski overall
- M. A. Rahman
- Thomas Opitz
- Ivana Komunjer
- Tomasz J. Kozubowski
- John Douglas Opdyke
- Mark M. Meerschaert
- Dongming Zhu
- Slawomir Goryczka
Papers from Krzysztof Podgórski's perspective
Ordered by how strongly the researchers Krzysztof Podgórski trusts endorse each paper. Same corpus, a different order for every researcher.
- Lévy Processes in Finance: Pricing Financial Derivatives
- Series Representations of Lévy Processes from the Perspective of Point Processes
- The Variance Gamma Process and Option Pricing
- Probabilistic forecasting of earthquakes
- Negative Binomial Distribution
- Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
- The Fine Structure of Asset Retums : An Empirical Investigation '
- Tempering stable processes
- Financial Modelling with Jump Processes
- Stochastic Volatility for Lévy Processes
Their papers
- The Laplace Distribution and Generalizations (2012) — 516 citations
- Asymmetric laplace laws and modeling financial data (2001) — 122 citations
- Distributional properties of the negative binomial Lévy process (2009) — 64 citations
- The Laplace Distribution and Generalizations: A Revisit with Applications to Communications, Economics, Engineering, and Finance (2001) — 976 citations