K. Manolarakis

Finance · 2010–2014

A researcher in the Science corpus: 2 papers; trusts 13 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

• Finance — 22 citations into it; #4,137 of 10,518 by trust here, #8,598 by citations
• Demography — 12 citations into it; #1,596 of 4,236 by trust here, #3,993 by citations
• Statistics and Probability — 7 citations into it; #6,789 of 12,932 by trust here, #12,077 by citations

Whom K. Manolarakis trusts overall

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

1. Emmanuel Gobet
2. Jianfeng Zhang
3. Bruno Bouchard
4. Jean-Philippe Lemor
5. D. Crisan
6. Christian Bender
7. Terry Lyons
8. Céline Labart
9. Nizar Touzi
10. S. Kusuoka

Who trusts K. Manolarakis overall

1. Martin Hutzenthaler
2. Arnulf Jentzen
3. Christian Beck
4. D. Crisan
5. Philippe von Wurstemberger

Papers from K. Manolarakis's perspective

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

1. DONSKER-TYPE THEOREM FOR BSDES
2. A regression-based Monte Carlo method to solve backward stochastic differential equations
3. Discrete time approximation of decoupled Forward-Backward SDE with jumps
4. Error expansion for the discretization of backward stochastic differential equations
5. Time discretization and Markovian iteration for coupled FBSDEs
6. Cubature on Wiener space (Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences)
7. Approximate McKean–Vlasov representations for a class of SPDEs
8. Malliavin Calculus Revisited
9. Numerical Solution of Stochastic Differential Equations
10. On the Monte Carlo simulation of BSDEs: An improvement on the Malliavin weights

Their papers

• Second order discretization of backward SDEs and simulation with the cubature method (2014) — 54 citations
• On the Monte Carlo simulation of BSDEs: An improvement on the Malliavin weights (2010) — 65 citations