V. Nollau

2009

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

Whom V. Nollau trusts overall

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

  1. N. Jacob

Papers from V. Nollau's perspective

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

  1. Symmetric Stable Laws and Stable‐Like Jump‐Diffusions
  2. Stochastic differential equations
  3. Lévy processes and infinitely divisible distributions
  4. Methods of Mathematical Finance
  5. On Cramér-like asymptotics for risk processes with stochastic return on investments
  6. Continuous time volatility modelling: COGARCH versus Ornstein-Uhlenbeck models
  7. Superposition of Ornstein--Uhlenbeck Type Processes
  8. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  9. Asymptotic nonequivalence of GARCH models and di?usions
  10. Modelling by L´ evy Processes for Financial Econometrics

Their papers