J. Liinev

Finance · 2004–2006

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

Subfields

• Finance — 16 citations into it; #7,686 of 10,518 by trust here, #7,920 by citations
• Management Science and Operations Research — 8 citations into it

Whom J. Liinev trusts overall

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

1. Jan Dhaene
2. Rob Kaas

Who trusts J. Liinev overall

1. David Hobson *
2. Michèle Vanmaele

Papers from J. Liinev's perspective

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

1. The Pricing of Options and Corporate Liabilities
2. Upper and lower bounds for sums of random variables
3. Pricing of arithmetic basket options by conditioning
4. Approximated moment-matching dynamics for basket-options pricing
5. Simple, Fast and Flexible Pricing of Asian Options
6. Pricing Bounds on Asian Options (Journal of Financial and Quantitative Analysis)
7. An easy computable upper bound for the price of an arithmetic Asian option
8. Convex measures of risk and trading constraints (Finance and Stochastics)
9. Distortion Risk Measures and Economic Capital
10. A Genuine Rank-Dependent Generalization of the Von Neumann-Morgenstern Expected Utility Theorem

Their papers

• Bounds for the price of discrete arithmetic Asian options (2006) — 62 citations
• Pricing of arithmetic basket options by conditioning (2004) — 104 citations