K. Fergusson

Finance · 2006

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom K. Fergusson trusts overall

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

  1. Eckhard Platen
  2. Dilip B Madan 5
  3. Helyette Geman

Who trusts K. Fergusson overall

  1. Eckhard Platen
  2. Thomas Lux
  3. William T. Shaw
  4. Renata Rendek

Papers from K. Fergusson's perspective

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

  1. An Introduction to Probability Theory and Its Applications
  2. The Variance Gamma (V.G.) Model for Share Market Returns
  3. A BENCHMARK APPROACH TO FINANCE
  4. A minimal financial market model
  5. Stochastic Volatility for Lévy Processes
  6. The Pricing of Options and Corporate Liabilities
  7. Arbitrage in continuous complete markets (Advances in Applied Probability)
  8. Brownian Motion and Stochastic Calculus
  9. Diversified Portfolios with Jumps in a Benchmark Framework
  10. ASSET PRICES ARE BROWNIAN MOTION: ONLY IN BUSINESS TIME

Their papers