Dung Nguyen Tien

Finance · 2013

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

Subfields

• Finance — 8 citations into it; #7,824 of 10,518 by trust here, #9,725 by citations

Whom Dung Nguyen Tien trusts overall

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

1. Laurent Decreusefond
2. David Nualart
3. Patrick Cheridito
4. Francesco Russo
5. Pierre Vallois
6. Laure Coutin
7. Paul Doukhan

Who trusts Dung Nguyen Tien overall

1. Ricardo Almeida
2. Vasily E. Tarasov

Papers from Dung Nguyen Tien's perspective

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

1. Stochastic calculus with respect to continuous finite quadratic variation processes
2. Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter H∈(0,12)
3. Differential equations driven by fractional Brownian motion
4. Stochastic Calculus for Fractional Brownian Motion and Related Processes
5. Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index H>=1/4
6. Stochastic integration with respect to Volterra processes
7. Theory and applications of long-range dependence
8. An Introduction to (Stochastic) Calculus with Respect to Fractional Brownian Motion
9. Stochastic Calculus with Respect to Gaussian Processes
10. An approximate approach to fractional analysis for finance

Their papers

• Fractional stochastic differential equations with applications to finance (2013) — 106 citations