Ana-Maria Matache

Finance · 2002–2005

A researcher in the Science corpus: 3 papers; trusts 15 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Subfields

• Finance — 19 citations into it; #2,828 of 10,518 by trust here, #5,336 by citations
• Economics and Econometrics — 12 citations into it; #9,982 of 23,481 by trust here, #17,969 by citations

Whom Ana-Maria Matache trusts overall

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

1. Ole E. Barndorff-Nielsen
2. Ernst Eberlein
3. Svetlana Boyarchenko
4. Dilip B Madan 5
5. Wim Schoutens
6. N. Shephard
7. Sergei Levendorskii
8. Freddy Delbaen
9. Peter P. Carr
10. Leif Andersen

Who trusts Ana-Maria Matache overall

1. S. Clift
2. Peter A. Forsyth
3. Assyr Abdulle
4. Peter P. Carr
5. Iris R. Wang
6. Yann d'Halluin
7. Ross Maller
8. Daniel Bauer
9. Achim Nonnenmacher
10. Anita Mayo

Papers from Ana-Maria Matache's perspective

Ordered by how strongly the researchers Ana-Maria Matache trusts endorse each paper. Same corpus, a different order for every researcher.

1. Application of Generalized Hyperbolic Lévy Motions to Finance
2. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
3. Processes of normal inverse Gaussian type
4. The Pricing of Options and Corporate Liabilities
5. Martingale Methods in Financial Modelling
6. OPTION PRICING FOR TRUNCATED LÉVY PROCESSES
7. The Variance Gamma Process and Option Pricing
8. The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
9. Barrier options and touch- and-out options under regular Lévy processes of exponential type
10. A Jump-Diffusion Model for Option Pricing (Management Sciences)

Their papers

• Wavelet Galerkin pricing of American options on Lévy driven assets (2005) — 141 citations
• Fast deterministic pricing of options on Lévy driven assets (2002) — 175 citations
• Two-scale FEM for homogenization problems (2002) — 80 citations