D. Hunter

Finance · 2000–2011

A researcher in the Science corpus: 5 papers; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom D. Hunter trusts overall

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

  1. Yue Kuen Kwok
  2. A. Sepp
  3. Damiano Brigo

Who trusts D. Hunter overall

  1. Christian Bender
  2. Paul Glasserman
  3. Martin B. Haugh
  4. Dirk Ormoneit
  5. Jessica Steiner
  6. Bin Yu
  7. Leonid Kogan
  8. Alfredo Ibáñez
  9. Christiane Lemieux
  10. Damiano Brigo

Papers from D. Hunter's perspective

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

  1. An Analysis of Default Correlations and Multiple Defaults
  2. Credit Default Swap Valuation with Counterparty Risk
  3. Counterparty Risk for Credit Default Swaps: Impact of Spread Volatility and Default Correlation
  4. Analytical Pricing of Double-Barrier Options under a Double-Exponential Jump Diffusion Process: Applications of Laplace Transform
  5. Multivariate Exponential Distribution
  6. The term structure of credit spreads with jump risk
  7. The Pricing of Options and Corporate Liabilities
  8. Theory and Evidence on the Dynamic Interactions between Sovereign Credit Default Swaps and Currency Options
  9. Pricing methods and hedging strategies for volatility derivatives
  10. A Tale of Two Indices

Their papers