H. V. D. Weide

Finance · 2007–2012

A researcher in the Science corpus: 2 papers; trusts 13 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom H. V. D. Weide trusts overall

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

  1. Othmane Islah
  2. Leif Andersen
  3. Mark Broadie
  4. Leif B. G. Andersen
  5. Christian Kahl
  6. Naoto Kunitomo

Papers from H. V. D. Weide's perspective

Ordered by how strongly the researchers H. V. D. Weide 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. Moment explosions in stochastic volatility models (Finance and Stochastics)
  3. Fast strong approximation Monte Carlo schemes for stochastic volatility models
  4. Extended Libor Market Models with Stochastic Volatility
  5. Volatility skews and extensions of the Libor market model
  6. The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
  7. Pricing and Hedging Spread Options (SIAM Review)
  8. Solving SABR in Exact Form and Unifying it with LIBOR Market Model
  9. A comparison of biased simulation schemes for stochastic volatility models
  10. Options, Futures, and Other Derivatives

Their papers