P. Lintilhac

Finance · 2017

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom P. Lintilhac trusts overall

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

  1. Huyen Pham
  2. Fred Espen Benth
  3. Mei Choi Chiu
  4. Yacine Aït-Sahalia
  5. Kenneth Hvistendahl Karlsen
  6. Hoi Ying Wong
  7. Per Aslak Mykland
  8. Lan Zhang
  9. Jin-Chuan Duan
  10. A. Tourin

Who trusts P. Lintilhac overall

  1. Emmanouil Platanakis
  2. Andrew Urquhart
  3. Charles M. S. Sutcliffe

Papers from P. Lintilhac's perspective

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

  1. Continuous-time stochastic control and optimization with financial applications / Huyen Pham
  2. How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise
  3. Mean-variance portfolio selection of cointegrated assets
  4. Dynamic Pairs Trading Using the Stochastic Control Approach
  5. Optimal Mean Reversion Trading with Transaction Costs and Stop-Loss Exit
  6. Option valuation with co-integrated asset prices
  7. A Note on Merton's Portfolio Selection Problem for the Schwartz Mean-Reversion Model
  8. Smooth Solutions to Optimal Investment Models with Stochastic Volatilities and Portfolio Constraints
  9. The Variance Gamma (V.G.) Model for Share Market Returns
  10. Generalized autoregressive conditional heteroskedasticity

Their papers