Vasileios Papatheodorou

Finance · 2011

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Vasileios Papatheodorou trusts overall

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

  1. Damiano Brigo
  2. Mark Broadie

Papers from Vasileios Papatheodorou's perspective

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

  1. Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes (Operational Research)
  2. Counterparty Risk for Credit Default Swaps: Impact of Spread Volatility and Default Correlation
  3. AN EXACT FORMULA FOR DEFAULT SWAPTIONS’ PRICING IN THE SSRJD STOCHASTIC INTENSITY MODEL
  4. A comparison of biased simulation schemes for stochastic volatility models
  5. Financial Modelling with Jump Processes
  6. The Pricing of Options and Corporate Liabilities
  7. Handbook of Mathematical Functions With Formulas, Graphs and Mathematical Tables (National Bureau of Standards Applied Mathematics Series No. 55)
  8. Monte Carlo Methods in Financial Engineering
  9. Market liquidity and funding liquidity
  10. Martingale Methods in Financial Modelling

Their papers