Alois Geyer

2003

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Whom Alois Geyer trusts overall

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

  1. Tomasz R. Bielecki
  2. Marek Rutkowski

Who trusts Alois Geyer overall

  1. Carlo A. Favero
  2. Alessandro Beber
  3. António Afonso
  4. Michael W. Brandt
  5. M. Arghyrou
  6. Andrew Ang

Papers from Alois Geyer's perspective

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

  1. Credit Risk: Modeling, Valuation And Hedging
  2. Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints (SIAM Journal of Control and Optimization)
  3. VECTOR STOCHASTIC INTEGRALS AND THE FUNDAMENTAL THEOREMS OF ASSET PRICING
  4. Pricing Via Utility Maximization and Entropy
  5. Martingale Methods in Financial Modelling
  6. The Defaultable Lévy Term Structure: Ratings and Restructuring
  7. On Models of Default Risk
  8. On Default Correlation: A Copula Function Approach
  9. The Pricing of Options and Corporate Liabilities
  10. Calibration and Implementation of Convertible Bond Models

Their papers