Manuel Moreno

Finance · 2007

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom Manuel Moreno trusts overall

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

  1. Francis A. Longstaff
  2. Eduardo S. Schwartz
  3. John N. Tsitsiklis
  4. D. Bunch
  5. Emmanuelle Clement

Who trusts Manuel Moreno overall

  1. Ari D. Andricopoulos
  2. Martin Widdicks
  3. David P. Newton

Papers from Manuel Moreno's perspective

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

  1. Valuing American Options by Simulation: A Simple Least-Squares Approach
  2. Regression methods for pricing complex American-style options (IEEE Trans. Neural Networks)
  3. An analysis of a least squares regression method for American option pricing (Finance and Stochastics)
  4. The American Put Option and Its Critical Stock Price
  5. Post-'87 crash fears in the S&P 500 futures option market
  6. The Term Structure of Interest Rates as a Random Field
  7. Quasi-Random Sequences and Their Discrepancies
  8. The Pricing of Options and Corporate Liabilities
  9. Specification Analysis of Affine Term Structure Models
  10. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt

Their papers