Alessandro Ramponi
Finance · 2011
A researcher in the Science corpus: 1 paper; trusts 11 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Finance — 16 citations into it; #10,330 of 10,518 by trust here, #10,047 by citations
- Demography — 7 citations into it; #4,130 of 4,236 by trust here, #3,993 by citations
- Economics and Econometrics — 6 citations into it
Whom Alessandro Ramponi trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Alan L. Lewis
- Roger Lee
- Nicholas John Higham
- Jack Buffington
- R. Liu
- Robert J. R. Elliott
- Sebastian Raible
- Gurdip Bakshi
- Abdul Khaliq
- Jin-Chuan Duan
Who trusts Alessandro Ramponi overall
Papers from Alessandro Ramponi's perspective
Ordered by how strongly the researchers Alessandro Ramponi trusts endorse each paper. Same corpus, a different order for every researcher.
- A Simple Option Formula for General Jump-Diffusion and Other Exponential Levy Processes
- Spanning and Derivative-Security Valuation
- Lévy Processes in Finance: Theory, Numerics, and Empirical Facts
- American options with regime switching
- Option Pricing by Transform Methods: Extensions, Unification, and Error Control
- Variance-Optimal Hedging for Processes with Stationary Independent Increments
- Option Pricing Using Variance Gamma Markov Chains
- Information and option pricings
- The Scaling and Squaring Method for the Matrix Exponential Revisited (SIAM Journal on Matrix Analysis and Applications)
- Regime-Switching Recombining Tree For Option Pricing