Martin Keller‐Ressel

Finance · 2008–2018

A researcher in the Science corpus: 4 papers; trusts 21 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

Whom Martin Keller‐Ressel trusts overall

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

  1. Roger Lee
  2. Alan L. Lewis
  3. Peter P. Carr
  4. Donald A. Dawson
  5. Leif Andersen
  6. Pierre-Louis Lions
  7. Damir Filipovi'c
  8. Miljenko Huzak
  9. Elisa Nicolato
  10. Liuren Wu

Who trusts Martin Keller‐Ressel overall

  1. Damir Filipovi'c
  2. Eberhard Mayerhofer
  3. Michael Tehranchi
  4. Martin Forde
  5. Eduardo Abi Jaber
  6. Zenghu Li
  7. Antoine Jacquier
  8. Christa Cuchiero

Papers from Martin Keller‐Ressel's perspective

Ordered by how strongly the researchers Martin Keller‐Ressel trusts endorse each paper. Same corpus, a different order for every researcher.

  1. THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES
  2. Option Valuation under Stochastic Volatility
  3. Specification Analysis of Affine Term Structure Models
  4. Time-Changed Levy Processes and Option Pricing ⁄
  5. Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type
  6. Diffusions, Markov Processes, and Martingales by L. C. G. Rogers
  7. Moment explosions in stochastic volatility models (Finance and Stochastics)
  8. Exponentially affine martingales, affine measure changes and exponential moments of affine processes
  9. Skew convolution semigroups and affine Markov processes
  10. Characteristic Functions

Their papers