Gianluca Fusai

Finance · 2007–2016

A researcher in the Science corpus: 7 papers; trusts 24 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Gianluca Fusai trusts overall

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

  1. Helyette Geman
  2. Rama Cont
  3. Wim Schoutens
  4. Peter Tankov
  5. Dilip B Madan 5
  6. Peter P. Carr
  7. Robert S. Pindyck
  8. Hansjörg Albrecher *
  9. J. Poirot
  10. C. He

Who trusts Gianluca Fusai overall

  1. Han Lin Shang

Papers from Gianluca Fusai's perspective

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

  1. The Variance Gamma Process and Option Pricing
  2. Financial Modelling with Jump Processes
  3. Monte Carlo Methods in Financial Engineering
  4. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  5. Lévy Processes in Finance: Pricing Financial Derivatives
  6. Calibration of Jump-Diffusion Option Pricing Models: A Robust Non-Parametric Approach
  7. Stochastic Volatility for Lévy Processes
  8. Understanding the Fine Structure of Electricity Prices
  9. Pure jump L'evy processes for asset price modeling
  10. Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes

Their papers