B. Franke

2010–2015

A researcher in the Science corpus: 2 papers; trusts 0 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom B. Franke trusts overall

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

1. Helyette Geman

Papers from B. Franke's perspective

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

1. Statistical Inference for Ergodic Diffusion Processes
2. Introduction to stochastic integration
3. On the theory of brownian motion
4. Commodities and Commodity Derivatives: Modelling and Pricing for Agriculturals, Metals and Energy
5. Parameter estimation in stochastic differential equations
6. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
7. VOLATILITY AND COMMODITY PRICE DYNAMICS
8. Information Theory, Inference, and Learning Algorithms
9. Theory of price of storage.
10. Spanning and Derivative-Security Valuation

Their papers

• Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean (2015) — 46 citations
• Drift estimation for a periodic mean reversion process (2010) — 52 citations