J. Rosínski

2001–2008

A researcher in the Science corpus: 4 papers; trusts 11 researchers and is trusted by 64 researchers here, as inferred from the citation graph.

Whom J. Rosínski trusts overall

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

1. Peter P. Carr
2. Ole E. Barndorff-Nielsen
3. N. Shephard
4. Svetlana Boyarchenko
5. Sergei Levendorskii
6. Helyette Geman
7. Dilip B Madan 5
8. Rosario Nunzio Mantegna
9. Marc Yor
10. René L. Schilling

Who trusts J. Rosínski overall

1. V. Todorov
2. Michele Leonardo Bianchi
3. Peter Tankov
4. Young Shin Kim
5. Paweł Sztonyk
6. Svetlozar T. Rachev
7. T. Marquardt
8. Serge Cohen
9. Mark M. Meerschaert
10. Ole E. Barndorff-Nielsen

Papers from J. Rosínski's perspective

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

1. Normal Modified Stable Processes
2. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
3. OPTION PRICING FOR TRUNCATED LÉVY PROCESSES
4. Tempering stable processes
5. Financial Modelling with Jump Processes
6. The Fine Structure of Asset Retums : An Empirical Investigation '
7. Handbook of Mathematical Functions.
8. An Introduction to Probability Theory and Its Applications
9. The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
10. A Theory for the Term Structure of Interest Rates

Their papers

• Tempering stable processes (2007) — 575 citations
• Series Representations of Lévy Processes from the Perspective of Point Processes (2001) — 275 citations
• Gaussian approximation of multivariate Lévy processes with applications to simulation of tempered stable processes (2007) — 83 citations
• On the marginal effects of variables in the log-transformed sample selection models (2008) — 67 citations