J. Crosby
Finance · with Carr · 2010
A researcher in the Science corpus: 1 paper; trusts 10 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 10 citations into it
- Economics and Econometrics — 7 citations into it
Whom J. Crosby trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from J. Crosby's perspective
Ordered by how strongly the researchers J. Crosby trusts endorse each paper. Same corpus, a different order for every researcher.
- Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
- Russian and American put options under exponential phase-type Lévy models
- Evaluating first-passage probabilities for spectrally one-sided Lévy processes (Journal of Applied Probability)
- Lévy Processes in Finance: Pricing Financial Derivatives
- Stochastic Volatility for Lévy Processes
- A Jump-Diffusion Model for Option Pricing (Management Sciences)
- Financial Modelling with Jump Processes
- First passage times of a jump diffusion process (Advances in Applied Probability)
- The Variance Gamma (V.G.) Model for Share Market Returns
- Time-Changed Levy Processes and Option Pricing ⁄