Thomas Kott
2010
A researcher in the Science corpus: 1 paper; trusts 0 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Thomas Kott trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Thomas Kott's perspective
Ordered by how strongly the researchers Thomas Kott trusts endorse each paper. Same corpus, a different order for every researcher.
- Introduction to stochastic integration
- Statistical Inference for Ergodic Diffusion Processes
- On the theory of brownian motion
- Commodities and Commodity Derivatives: Modelling and Pricing for Agriculturals, Metals and Energy
- Parameter estimation in stochastic differential equations
- VOLATILITY AND COMMODITY PRICE DYNAMICS
- Information Theory, Inference, and Learning Algorithms
- Theory of price of storage.
- Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
- Spanning and Derivative-Security Valuation
Their papers
- Drift estimation for a periodic mean reversion process (2010) — 52 citations