Nicolas Merener

Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences · 2004

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Whom Nicolas Merener trusts overall

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

  1. Steven Kou
  2. Ole E. Barndorff-Nielsen
  3. Dilip B Madan 5
  4. Paul Glasserman
  5. Marek Musiela
  6. Eugene Seneta
  7. Marek Rutkowski

Who trusts Nicolas Merener overall

  1. Desmond John Higham
  2. Martin B. Short
  3. Peter E. Kloeden

Papers from Nicolas Merener's perspective

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

  1. The Variance Gamma (V.G.) Model for Share Market Returns
  2. Martingale Methods in Financial Modelling
  3. Processes of normal inverse Gaussian type
  4. The Term Structure of Simple Forward Rates with Jump Risk
  5. A Jump-Diffusion Model for Option Pricing (Management Sciences)
  6. Numerical Solution of Stochastic Differential Equations
  7. Valuing American Options by Simulation: A Simple Least-Squares Approach
  8. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  9. Monte Carlo Methods in Financial Engineering
  10. An Introduction to Probability Theory and Its Applications

Their papers