M. Patron

Finance · 2006–2007

A researcher in the Science corpus: 2 papers; trusts 7 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Finance — 11 citations into it; #5,009 of 10,518 by trust here, #6,960 by citations
• Demography — 5 citations into it; #1,491 of 4,236 by trust here, #2,373 by citations

Whom M. Patron trusts overall

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

1. Thomas F. Coleman
2. Antoon Pelsser
3. Anna Rita Bacinello

Who trusts M. Patron overall

1. Thomas F. Coleman
2. Guojun Gan

Papers from M. Patron's perspective

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

1. A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets
2. Pricing and Hedging Guaranteed Annuity Options via Static Option Replication
3. Design and Pricing of Equity-Linked Life Insurance Under Stochastic Interest Rates
4. Dynamics of implied volatility surfaces
5. The Dynamics of Implied Volatilities: A Common Principal Components Approach
6. Hedging guarantees in variable annuities under both equity and interest rate risks
7. Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Option Pricing
8. Robustly Hedging Variable Annuities with Guarantees under Jump and Volatility Risks
9. The Pricing of Options and Corporate Liabilities
10. Financial Modelling with Jump Processes

Their papers

• Hedging guarantees in variable annuities under both equity and interest rate risks (2006) — 90 citations
• Robustly Hedging Variable Annuities with Guarantees under Jump and Volatility Risks (2007) — 78 citations