Samuel Hikspoors
2008
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Whom Samuel Hikspoors trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Samuel Hikspoors overall
Papers from Samuel Hikspoors's perspective
Ordered by how strongly the researchers Samuel Hikspoors trusts endorse each paper. Same corpus, a different order for every researcher.
- Derivatives in Financial Markets with Stochastic Volatility
- Brownian Motion and Stochastic Calculus
- MEAN-REVERTING STOCHASTIC VOLATILITY
- Energy and Power Risk Management
- Energy Derivatives: Pricing and Risk Management
- Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives
- The Pricing of Options and Corporate Liabilities
- The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
- Monte Carlo Methods in Financial Engineering
- Moment explosions in stochastic volatility models (Finance and Stochastics)
Their papers
- Asymptotic Pricing of Commodity Derivatives using Stochastic Volatility Spot Models (2008) — 47 citations