Sebastian Raible

2000

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Sebastian Raible trusts overall

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

  1. Ernst Eberlein
  2. Dilip B Madan 5
  3. Ole E. Barndorff-Nielsen
  4. Tomas Björk
  5. Michael A. Stephens
  6. Peter P. Carr

Who trusts Sebastian Raible overall

  1. Antonis Papapantoleon
  2. Jan Kallsen
  3. Wim Schoutens
  4. Elisa Nicolato
  5. Ernst Eberlein
  6. Ole E. Barndorff-Nielsen
  7. Fang Fang
  8. Konstantin Borovkov
  9. Friedrich Hubalek
  10. Daniel Dufresne

Papers from Sebastian Raible's perspective

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

  1. The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
  2. The Pricing of Options and Corporate Liabilities
  3. The Variance Gamma Process and Option Pricing
  4. Application of Generalized Hyperbolic Lévy Motions to Finance
  5. The Generalized Hyperbolic Model: Estimation, Financial Derivatives, and Risk Measures
  6. Processes of normal inverse Gaussian type
  7. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  8. Characterization of dependence of multidimensional Lévy processes using Lévy copulas
  9. Option Pricing by Transform Methods: Extensions, Unification, and Error Control
  10. Generalized autoregressive conditional heteroskedasticity

Their papers