Ariel Almendral

Finance · 2005–2007

A researcher in the Science corpus: 2 papers; trusts 9 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom Ariel Almendral trusts overall

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

  1. Steven Kou
  2. Rama Cont
  3. Dilip B Madan 5
  4. Ernst Eberlein
  5. Leif Andersen
  6. Ali Hirsa
  7. Peter Tankov
  8. Hui Wang
  9. Ekaterina Voltchkova
  10. Eugene Seneta

Who trusts Ariel Almendral overall

  1. Iris R. Wang
  2. Peter A. Forsyth
  3. S. Clift
  4. Santtu Salmi
  5. Justin W. L. Wan
  6. Jari Toivanen
  7. Yann d'Halluin

Papers from Ariel Almendral's perspective

Ordered by how strongly the researchers Ariel Almendral 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. Application of Generalized Hyperbolic Lévy Motions to Finance
  4. A Jump-Diffusion Model for Option Pricing (Management Sciences)
  5. A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models (SIAM Journal on Numerical Analysis)
  6. The Pricing of Options and Corporate Liabilities
  7. Option Pricing Under a Double Exponential Jump Diffusion Model (Management Sciences)
  8. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  9. Financial Modelling with Jump Processes
  10. Some remarks on first passage of Levy processes, the American put and pasting principles

Their papers