K. Matsuda

2004

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom K. Matsuda trusts overall

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

  1. Rama Cont
  2. Peter Tankov

Papers from K. Matsuda's perspective

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

  1. Financial Modelling with Jump Processes
  2. Lévy Processes in Finance: Pricing Financial Derivatives
  3. The Fine Structure of Asset Retums : An Empirical Investigation '
  4. Financial Modelling with Jump Processes
  5. Option Pricing by Transform Methods: Extensions, Unification, and Error Control
  6. A Jump-Diffusion Model for Option Pricing (Management Sciences)
  7. The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
  8. Estimation of affine asset pricing models using the empirical characteristic function
  9. Dynamics of implied volatility surfaces
  10. Non-parametric calibration of jump–diffusion option pricing models

Their papers