M. Davison

Finance · with Chen · 2005–2009

A researcher in the Science corpus: 4 papers; trusts 7 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom M. Davison trusts overall

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

  1. Francis A. Longstaff
  2. Bertram Düring
  3. Zengjing Chen

Who trusts M. Davison overall

  1. Matthias Ehrhardt
  2. Ladislav Kristoufek

Papers from M. Davison's perspective

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

  1. High Order Compact Finite Difference Schemes for A Nonlinear Black-Scholes Equation
  2. Ambiguity, risk, and asset returns in continuous time
  3. Valuing American Options by Simulation: A Simple Least-Squares Approach
  4. Testing and Characterizing Properties of Nonadditive Measures through Violations of the Sure-Thing Principle
  5. Optimal Stopping and the American Put
  6. High-order compact finite-difference methods on general overset grids
  7. Derivation of high-order compact finite difference schemes for non-uniform grid using polynomial interpolation
  8. The Pricing of Options and Corporate Liabilities
  9. User’s guide to viscosity solutions of second order partial differential equations
  10. Market Illiquidity as a Source of Model Risk in Dynamic Hedging

Their papers