Sukumar Nandi

2000

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Whom Sukumar Nandi trusts overall

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

  1. Peter P. Carr

Who trusts Sukumar Nandi overall

  1. Song‐Ping Zhu
  2. Dimitris Psychoyios
  3. Guang-Hua Lian
  4. Robert J. R. Elliott

Papers from Sukumar Nandi's perspective

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

  1. Option Pricing, Interest Rates and Risk Management: Towards a Theory of Volatility Trading
  2. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  3. First passage times of a jump diffusion process (Advances in Applied Probability)
  4. Information Theory, Inference, and Learning Algorithms
  5. Making Markov martingales meet marginals: with explicit constructions
  6. Lévy Processes in Finance: Pricing Financial Derivatives
  7. Post-'87 crash fears in the S&P 500 futures option market
  8. Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets
  9. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
  10. Empirical option pricing: a retrospection

Their papers