Stefan Tappe

Finance · 2008–2013

A researcher in the Science corpus: 3 papers; trusts 4 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 15 citations into it; #5,300 of 10,518 by trust here, #6,671 by citations
• Economics and Econometrics — 6 citations into it
• Management Science and Operations Research — 5 citations into it; #8,665 of 11,946 by trust here, #8,906 by citations

Whom Stefan Tappe trusts overall

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

1. René L. Schilling
2. Peter P. Carr
3. Uwe Kuchler
4. Young Shin Kim
5. J. Rosínski

Who trusts Stefan Tappe overall

1. Michael H. Neumann
2. Uwe Kuchler
3. Fabienne Comte
4. Markus Reiß

Papers from Stefan Tappe's perspective

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

1. Tempering stable processes
2. Financial Modelling with Jump Processes
3. The Modifled Tempered Stable Distribution, GARCH Models and Option Pricing
4. Bilateral gamma distributions and processes in financial mathematics
5. On the shapes of bilateral Gamma densities
6. Financial Models with Levy Processes and Volatility Clustering
7. The Fine Structure of Asset Retums : An Empirical Investigation '
8. Lévy Processes in Finance: Pricing Financial Derivatives
9. Lévy processes and infinitely divisible distributions
10. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics

Their papers

• Bilateral gamma distributions and processes in financial mathematics (2008) — 179 citations
• Tempered stable distributions and processes (2013) — 141 citations
• On the shapes of bilateral Gamma densities (2008) — 59 citations