Alexander Lipton

Finance · 2001–2012

A researcher in the Science corpus: 2 papers; trusts 15 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

• Finance — 30 citations into it; #2,739 of 10,518 by trust here, #5,938 by citations
• Economics and Econometrics — 10 citations into it; #5,904 of 23,481 by trust here, #16,151 by citations
• Numerical Analysis — 6 citations into it
• Mathematical Physics — 5 citations into it

Whom Alexander Lipton trusts overall

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

1. Peter Tankov
2. Peter P. Carr
3. Rama Cont
4. Iris R. Wang
5. Michael Tehranchi
6. Shalom Benaim
7. Roger Lee
8. Svetlana Boyarchenko

Who trusts Alexander Lipton overall

1. Rama Cont
2. Marceau Decamps
3. Vadim Linetsky
4. Adrien de Larrard
5. Marc J. Goovaerts
6. V. Gorovoi
7. Wim Schoutens
8. Roger Lee
9. Tino Kluge

Papers from Alexander Lipton's perspective

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

1. The Fine Structure of Asset Retums : An Empirical Investigation '
2. THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES
3. Financial Modelling with Jump Processes
4. What Type of Process Underlies Options? A Simple Robust Test
5. REGULAR VARIATION AND SMILE ASYMPTOTICS
6. Pricing and Hedging in Exponential Lévy Models: Review of Recent Results
7. Robust numerical valuation of European and American options under the CGMY process
8. Asymptotics of Implied Volatility far from Maturity (Journal of Applied Probability)
9. The Finite Moment Log Stable Process and Option Pricing
10. The Pricing of Options and Corporate Liabilities

Their papers

• Mathematical methods for foreign exchange (2001) — 104 citations
• Asymptotics for Exponential Levy Processes and Their Volatility Smile: Survey and New Results (2012) — 56 citations