Chris C. Heyde

Finance · 1980–2010

A researcher in the Science corpus: 6 papers; trusts 21 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

Whom Chris C. Heyde trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. Claudia Klüppelberg
  3. Dilip B Madan 5
  4. D. Heath
  5. Dimitrios G. Konstantinides
  6. Peter J. Brockwell
  7. Thomas Mikosch
  8. Qihe Tang
  9. Eugene Seneta
  10. Mikhail Chernov

Who trusts Chris C. Heyde overall

  1. Zongwu Cai
  2. V. Christou
  3. Chenlei Leng
  4. Bernard Wong
  5. Bo Martin Bibby
  6. Arnaud Gloter
  7. Wei Biao Wu
  8. Morten Ørregaard Nielsen
  9. Christian H. Weiβ
  10. Gersende Fort

Papers from Chris C. Heyde's perspective

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

  1. The Variance Gamma (V.G.) Model for Share Market Returns
  2. Financial Modelling with Jump Processes
  3. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  4. Financial Modelling with Jump Processes
  5. On Cramér-like asymptotics for risk processes with stochastic return on investments
  6. Processes of normal inverse Gaussian type
  7. Optimal Portfolios with Bounded Capital at Risk
  8. A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets
  9. Martingales versus PDEs in finance: an equivalence result with examples (Journal of Applied Probability)
  10. Continuous-time ARMA processes

Their papers