M. Svenstrup

Finance · 2005

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom M. Svenstrup trusts overall

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

  1. Francis A. Longstaff
  2. Eduardo S. Schwartz

Papers from M. Svenstrup's perspective

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

  1. Valuing American Options by Simulation: A Simple Least-Squares Approach
  2. Post-'87 crash fears in the S&P 500 futures option market
  3. The Term Structure of Interest Rates as a Random Field
  4. Quasi-Random Sequences and Their Discrepancies
  5. The Pricing of Options and Corporate Liabilities
  6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  7. Term premia and interest rate forecasts in affine models
  8. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  9. Equilibrium Forward Curves for Commodities
  10. Specification Analysis of Affine Term Structure Models

Their papers