S. van Weeren

Finance · 2012

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 12 citations into it
• Demography — 5 citations into it

Whom S. van Weeren trusts overall

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

1. Alan L. Lewis
2. Bernt Øksendal
3. Fang Fang

Papers from S. van Weeren's perspective

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

1. Pricing early-exercise and discrete barrier options by fourier-cosine series expansions (Numerische Mathematik)
2. The Pricing of Options and Corporate Liabilities
3. Stochastic differential equations : an introduction with applications
4. Cliquet options and volatility models
5. A Theory for the Term Structure of Interest Rates
6. A Simple Option Formula for General Jump-Diffusion and Other Exponential Levy Processes
7. Financial Modelling with Jump Processes
8. Financial Modelling with Jump Processes
9. COMPLEX LOGARITHMS IN HESTON‐LIKE MODELS
10. A perfect calibration! now what?

Their papers

• Extension of stochastic volatility equity models with the Hull–White interest rate process (2012) — 74 citations