Marceau Decamps

Finance · 2006

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Marceau Decamps trusts overall

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

  1. Vadim Linetsky
  2. Alexander Lipton
  3. Peter P. Carr
  4. Leif Andersen
  5. V. Gorovoi
  6. Jan Dhaene
  7. Liuren Wu
  8. Michel Denuit
  9. Mark S. Joshi

Papers from Marceau Decamps's perspective

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

  1. Mathematical methods for foreign exchange
  2. Time-Changed Levy Processes and Option Pricing ⁄
  3. Volatility skews and extensions of the Libor market model
  4. The concept of comonotonicity in actuarial science and finance: theory (Insurance, Mathematics & Economics)
  5. Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates
  6. A displaced-diffusion stochastic volatility LIBOR market model: motivation, definition and implementation
  7. THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE
  8. Constant Elasticity of Variance Option Pricing Model With Time-Dependent Parameters
  9. The Pricing of Options and Corporate Liabilities
  10. Specification Analysis of Affine Term Structure Models

Their papers