Morten Nalholm

2006

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

Whom Morten Nalholm trusts overall

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

  1. Dilip B Madan 5
  2. Paul Glasserman
  3. Peter P. Carr
  4. Eric C. Chang

Who trusts Morten Nalholm overall

  1. Peter P. Carr
  2. Roger Lee

Papers from Morten Nalholm's perspective

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

  1. The Variance Gamma Process and Option Pricing
  2. Monte Carlo Methods in Financial Engineering
  3. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  4. Valuing American Options by Simulation: A Simple Least-Squares Approach
  5. First passage times of a jump diffusion process (Advances in Applied Probability)
  6. Processes of normal inverse Gaussian type
  7. Information Theory, Inference, and Learning Algorithms
  8. Making Markov martingales meet marginals: with explicit constructions
  9. Lévy Processes in Finance: Pricing Financial Derivatives
  10. A Theory for the Term Structure of Interest Rates

Their papers