A. Wilkie
with Waters · 2003
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom A. Wilkie trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts A. Wilkie overall
Papers from A. Wilkie's perspective
Ordered by how strongly the researchers A. Wilkie trusts endorse each paper. Same corpus, a different order for every researcher.
- Valuation of Guaranteed Annuity Conversion Options
- Pricing and Hedging Guaranteed Annuity Options via Static Option Replication
- Guaranteed Annuity Options (ASTIN Bulletin: The Journal of the International Actuarial Association)
- Specification Analysis of Affine Term Structure Models
- Options, Futures, and Other Derivatives
- Term Structure of Interest Rates with Regime Shifts
- A Gaussian approach for continuous time models of the short-term interest rate
- Term Structure Dynamics in Theory and Reality
- Scrambled net variance for integrals of smooth functions
- Random number generation and Quasi-Monte Carlo methods
Their papers
- Reserving, Pricing and Hedging For Policies with Guaranteed Annuity Options (2003) — 64 citations