M. Jeannin

Finance · 2008–2020

A researcher in the Science corpus: 6 papers; trusts 13 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom M. Jeannin trusts overall

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

  1. Svetlana Boyarchenko
  2. Rama Cont
  3. Ole E. Barndorff-Nielsen
  4. Wim Schoutens
  5. Peter P. Carr
  6. Paul Glasserman
  7. Sergei Levendorskii
  8. Steven Kou
  9. Søren Asmussen
  10. A. Sepp

Who trusts M. Jeannin overall

  1. Alexey Kuznetsov

Papers from M. Jeannin's perspective

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

  1. Processes of normal inverse Gaussian type
  2. Monte Carlo Methods in Financial Engineering
  3. Optimal stopping and perpetual options for Lévy processes
  4. Financial Modelling with Jump Processes
  5. The Fine Structure of Asset Retums : An Empirical Investigation '
  6. A Jump-Diffusion Model for Option Pricing (Management Sciences)
  7. Russian and American put options under exponential phase-type Lévy models
  8. OPTION PRICING FOR TRUNCATED LÉVY PROCESSES
  9. Evaluating first-passage probabilities for spectrally one-sided Lévy processes (Journal of Applied Probability)
  10. A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models (SIAM Journal on Numerical Analysis)

Their papers