Mark S. Veillette
Finance · 2009–2013
A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 6 researchers here, as inferred from the citation graph.
Subfields
- Finance — 5 citations into it
Whom Mark S. Veillette trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Ernst Eberlein
- Yuhong Yang
- Mark M. Meerschaert
- Hans-Peter Scheffler
- E. A. V. Hammerstein
- Ciprian A. Tudor
- Giovanni Peccati
- M. Birman
Who trusts Mark S. Veillette overall
- Shuyang Bai
- Alexey Kuznetsov
- Murad S. Taqqu
- Andreas E. Kyprianou
- Arun Kumar
- B. Arras
- Ciprian A. Tudor
- V. Rivero
- Yaozhong Hu
Papers from Mark S. Veillette's perspective
Ordered by how strongly the researchers Mark S. Veillette trusts endorse each paper. Same corpus, a different order for every researcher.
- The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
- Stochastic model for ultraslow diffusion
- Generalized Hyperbolic and Inverse Gaussian Distributions: Limiting Cases and Approximation of Processes
- Limit theorems for continuous-time random walks with infinite mean waiting times (Journal of Applied Probability)
- Analysis of the Rosenblatt process
- Information Theory, Inference, and Learning Algorithms
- An Introduction to Probability Theory and its Applications, Volume I
- Wiener Chaos: Moments, Cumulants and Diagrams: A Survey with Computer Implementation
- ESTIMATES OF SINGULAR NUMBERS OF INTEGRAL OPERATORS
- Spectral Computations for Bounded Operators
Their papers
- Properties and numerical evaluation of the Rosenblatt distribution (2013) — 98 citations
- Numerical Computation of First-Passage Times of Increasing Lévy Processes (2009) — 47 citations