Nick Webber

2000–2002

A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Nick Webber trusts overall

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

  1. Dilip B Madan 5
  2. Peter P. Carr
  3. Eugene Seneta
  4. Helyette Geman
  5. Ole E. Barndorff-Nielsen
  6. Saul A. Teukolsky
  7. Eric C. Chang

Papers from Nick Webber's perspective

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

  1. The Variance Gamma Process and Option Pricing
  2. The Variance Gamma (V.G.) Model for Share Market Returns
  3. Numerical recipes in C
  4. Stochastic Volatility for Lévy Processes
  5. Modelling by L´ evy Processes for Financial Econometrics
  6. Algorithm 659
  7. Monte Carlo methods in finance
  8. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  9. Lévy Processes in Finance: Pricing Financial Derivatives
  10. First passage times of a jump diffusion process (Advances in Applied Probability)

Their papers