H. Windcliff

Finance · 2004–2012

A researcher in the Science corpus: 3 papers; trusts 9 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom H. Windcliff trusts overall

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

  1. Jakob Arnoldi
  2. Stylianos Perrakis
  3. Yann d'Halluin
  4. Peter A. Forsyth
  5. Kenneth R. Vetzal
  6. Robert Almgren
  7. Duan Li
  8. Leif Andersen
  9. R. Tyrrell Rockafellar
  10. Steven Heston

Who trusts H. Windcliff overall

  1. Robert J. R. Elliott
  2. Peter A. Forsyth
  3. Guang-Hua Lian
  4. St'ephane Cr'epey
  5. S. Clift
  6. Matthias Ehrhardt
  7. Wendong Zheng

Papers from H. Windcliff's perspective

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

  1. Derivatives on Volatility: Some Simple Solutions Based on Observables Working Paper
  2. Pricing Financial Instruments: The Finite Difference Method
  3. Option pricing and replication with transaction costs and dividends
  4. Conditional Value-at-Risk for General Loss Distributions
  5. Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Option Pricing
  6. Option Pricing, Interest Rates and Risk Management: Towards a Theory of Volatility Trading
  7. Robust numerical methods for contingent claims under jump diffusion processes
  8. Optimal execution for portfolio transactions
  9. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
  10. Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation

Their papers