Lisa Borland
2002
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Whom Lisa Borland trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Lisa Borland overall
Papers from Lisa Borland's perspective
Ordered by how strongly the researchers Lisa Borland trusts endorse each paper. Same corpus, a different order for every researcher.
- Martingale Methods in Financial Modelling
- Options, Futures, and Other Derivatives
- The Pricing of Options and Corporate Liabilities
- Basket Default Swaps, Cdos and Factor Copulas
- Stochastic Volatility (Encyclopedia of Complexity and Systems Science)
- An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
- Extensions to the Gaussian Copula: Random Recovery and Random Factor Loadings
- Delta-hedging vega risk?
- The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications
- Valuing Credit Default Swaps I: No Counterparty Default Risk
Their papers
- A theory of non-Gaussian option pricing (2002) — 149 citations