Mathias Trabs

Finance · 2017–2019

A researcher in the Science corpus: 2 papers; trusts 16 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 13 citations into it; #9,363 of 10,518 by trust here, #9,725 by citations
• Computational Theory and Mathematics — 6 citations into it

Whom Mathias Trabs trusts overall

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

1. Carsten H. Chong
2. Igor Cialenco
3. Jin Feng
4. Sanford Weisberg
5. Markus Bibinger
6. Rama Cont
7. Ole E. Barndorff-Nielsen
8. Jean Jacod
9. Yicong Huang
10. Thomas G. Kurtz

Who trusts Mathias Trabs overall

1. Florian Hildebrandt

Papers from Mathias Trabs's perspective

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

1. Discretization of Processes
2. An R Companion to Applied Regression
3. Stochastic equations in infinite dimensions
4. Solving the KPZ equation
5. Quarticity and other functionals of volatility: Efficient estimation
6. MODELING TERM STRUCTURE DYNAMICS: AN INFINITE DIMENSIONAL APPROACH
7. Variations of the solution to a stochastic heat equation
8. Consistency Problems For Heath Jarrow Morton Interest Rate Models
9. Bipower Variation for Gaussian Processes with Stationary Increments (Journal of Applied Probability)
10. A note on parameter estimation for discretely sampled SPDEs (Stochastics and Dynamics)

Their papers

• Parameter estimation for SPDEs based on discrete observations in time and space (2019) — 48 citations
• Volatility estimation for stochastic PDEs using high-frequency observations (2017) — 62 citations