A. V. Haastrecht

Finance · 2009

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 10 citations into it; #9,249 of 10,518 by trust here, #10,047 by citations

Whom A. V. Haastrecht trusts overall

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

1. Antoon Pelsser
2. Paul Glasserman
3. R. Lord
4. Leif Andersen
5. Laura Ballotta
6. D. Schrager
7. Gurdip Bakshi
8. Christian Kahl
9. Vladimir V. Piterbarg
10. Steven Haberman

Who trusts A. V. Haastrecht overall

1. R. Ahlip
2. Marek Rutkowski

Papers from A. V. Haastrecht's perspective

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

1. Monte Carlo Methods in Financial Engineering
2. Moment explosions in stochastic volatility models (Finance and Stochastics)
3. Valuation of Guaranteed Annuity Conversion Options
4. Pricing and hedging long-term options
5. Efficient Methods for Valuing Interest Rate Derivatives
6. Optimal Fourier Inversion in Semi-Analytical Option Pricing
7. Pricing Rate of Return Guarantees in Regular Premium Unit Linked Insurance
8. Option Pricing by Transform Methods: Extensions, Unification, and Error Control
9. Specification Analysis of Affine Term Structure Models
10. Martingale Methods in Financial Modelling

Their papers

• Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility (2009) — 82 citations