Patrizia Semeraro

Finance · 2007–2008

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Patrizia Semeraro trusts overall

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

  1. Wim Schoutens
  2. Peter P. Carr
  3. Elisa Luciano
  4. Dilip B Madan 5
  5. Pierre Collin-Dufresne
  6. Jessica Cariboni

Who trusts Patrizia Semeraro overall

  1. Filippo Fiorani
  2. Elisa Luciano
  3. Laura Ballotta

Papers from Patrizia Semeraro's perspective

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

  1. The term structure of credit spreads with jump risk
  2. The Fine Structure of Asset Retums : An Empirical Investigation '
  3. A multivariate jump-driven financial asset model
  4. A Multivariate Variance Gamma Model for Financial Applications
  5. Do Credit Spreads Reflect Stationary Leverage Ratios
  6. Pricing Credit Default Swaps Under Levy Models
  7. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  8. The Pricing of Options and Corporate Liabilities
  9. Financial Modelling with Jump Processes
  10. On Default Correlation: A Copula Function Approach

Their papers