D. Lautier

Artificial Intelligence · 2003

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom D. Lautier trusts overall

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

  1. Alan L. Lewis
  2. Kazufumi Ito
  3. Dilip B Madan 5
  4. Kaiqi Xiong
  5. Simon S. Haykin
  6. Peter P. Carr
  7. Ole E. Barndorff-Nielsen
  8. Simon Justin Julier
  9. Arnaud Doucet

Papers from D. Lautier's perspective

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

  1. New extension of the Kalman filter to nonlinear systems
  2. The Variance Gamma Process and Option Pricing
  3. Sequential Monte Carlo Methods in Practice
  4. Gaussian filters for nonlinear filtering problems (IEEE Transactions on Automatic Control)
  5. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  6. A tutorial on particle filters for online nonlinear/non-Gaussian Bayesian tracking (IEEE Transactions on Signal Processing)
  7. Option Valuation under Stochastic Volatility
  8. Kalman Filtering and Neural Networks
  9. Do option markets correctly price the probabilities of movement of the underlying asset
  10. A new approach to linear filtering and prediction problems" transaction of the asme~journal of basic

Their papers