Thomas Goll
2000–2003
A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 12 researchers here, as inferred from the citation graph.
Whom Thomas Goll trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Thomas Goll overall
- Jan Kallsen
- Eckhard Platen
- Peter Tankov
- Johannes Muhle‐Karbe
- Fred Espen Benth
- Jason M. West
- Antonis Papapantoleon
- Gordan Zitkovic
- Marek Musiela
- Kenneth Hvistendahl Karlsen
Papers from Thomas Goll's perspective
Ordered by how strongly the researchers Thomas Goll trusts endorse each paper. Same corpus, a different order for every researcher.
- Processes of normal inverse Gaussian type
- Optimal investment in incomplete financial markets
- Optimal portfolios for logarithmic utility
- Utility-Based Derivative Pricing in Incomplete Markets
- On the Existence of Minimax Martingale Measures
- Methods of Mathematical Finance
- Generalized autoregressive conditional heteroskedasticity
- Time-Changed Levy Processes and Option Pricing ⁄
- Tempering stable processes
- Representations of continuous-time ARMA processes (Journal of Applied Probability)
Their papers
- Optimal portfolios for logarithmic utility (2000) — 161 citations
- A Complete Explicit Solution to the Log-Optimal Portfolio Problem (2003) — 142 citations