John W. Lau

Finance · 2007–2008

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom John W. Lau trusts

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

  1. Robert J. R. Elliott (in Finance)
  2. Lancelot F. James (in Artificial Intelligence)
  3. Jack Buffington (in Finance)

Papers from John W. Lau's perspective

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

  1. Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages
  2. Poisson Process Partition Calculus with applications to Exchangeable models and Bayesian Nonparametrics
  3. Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching
  4. The Pricing of Options and Corporate Liabilities
  5. Regime Switching and European Options
  6. Actuarial versus Financial Pricing of Insurance
  7. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  8. An explicit solution to an optimal stopping problem with regime switching (Journal of Applied Probability)
  9. The economic nature of the firm: From Risk, Uncertainty, and Profit
  10. Option Pricing, Interest Rates and Risk Management: Towards a Theory of Volatility Trading

Their papers