Gerard P. Brunick

2010

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

Whom Gerard P. Brunick trusts overall

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

  1. Jim Gatheral
  2. Vladimir V. Piterbarg
  3. Damiano Brigo

Who trusts Gerard P. Brunick overall

  1. Daniel Lacker
  2. Mao Fabrice Djete
  3. Mykhaylo Shkolnikov
  4. Dylan Possamaï
  5. Jiacheng Zhang
  6. Xiaolu Tan

Papers from Gerard P. Brunick's perspective

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

  1. The Volatility Surface: A Practitioner's Guide
  2. Stochastic Volatility Model with Time‐dependent Skew
  3. Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes
  4. The Long Memory of the Efficient Market
  5. A Theory for the Term Structure of Interest Rates
  6. Anomalous price impact and the critical nature of liquidity in financial markets
  7. Volatility is rough
  8. Theory Of Financial Risk And Derivative Pricing
  9. The Distribution of Realized Exchange Rate Volatility
  10. A Simple Approximate Long-Memory Model of Realized Volatility

Their papers