Yann d'Halluin

Finance · 2001–2005

A researcher in the Science corpus: 2 papers; trusts 15 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

Whom Yann d'Halluin trusts overall

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

  1. Peter A. Forsyth
  2. John C. Hull
  3. Leif Andersen
  4. Francis A. Longstaff
  5. Leslie Greengard
  6. Steve A. K. Metwally
  7. Dilip B Madan 5
  8. Bjørn Eraker
  9. Ana-Maria Matache
  10. R. Zvan

Who trusts Yann d'Halluin overall

  1. Peter A. Forsyth
  2. Steven Kou
  3. Kenneth R. Vetzal
  4. S. Clift
  5. Peter P. Carr
  6. Cyrus A. Ramezani
  7. Iris R. Wang
  8. H. Windcliff
  9. Z. Chen
  10. C. He

Papers from Yann d'Halluin's perspective

Ordered by how strongly the researchers Yann d'Halluin trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Post-'87 crash fears in the S&P 500 futures option market
  2. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  3. The Variance Gamma Process and Option Pricing
  4. A Jump-Diffusion Model for Option Pricing (Management Sciences)
  5. Valuing American Options by Simulation: A Simple Least-Squares Approach
  6. Fast deterministic pricing of options on Lévy driven assets
  7. The Pricing of Options and Corporate Liabilities
  8. The Fast Gauss Transform
  9. Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Option Pricing
  10. The Surprise Element: Jumps in Interest Rates

Their papers