Martin Predota

Finance · 2004

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom Martin Predota trusts overall

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

  1. Ernst Eberlein

Who trusts Martin Predota overall

  1. Anne Leucht
  2. Gianluca Fusai
  3. Michael H. Neumann
  4. Attilio Meucci

Papers from Martin Predota's perspective

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

  1. An easy computable upper bound for the price of an arithmetic Asian option
  2. The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
  3. The Variance Gamma Process and Option Pricing
  4. The Pricing of Options and Corporate Liabilities
  5. Generalized autoregressive conditional heteroskedasticity
  6. Characterization of dependence of multidimensional Lévy processes using Lévy copulas
  7. Financial Modelling with Jump Processes
  8. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  9. The Variance Gamma (V.G.) Model for Share Market Returns
  10. Arbitrage Theory in Continuous Time

Their papers