R. Lord

Finance · with Kahl · 2006–2010

A researcher in the Science corpus: 5 papers; trusts 19 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

Whom R. Lord trusts overall

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

  1. Roger Lee
  2. Leif Andersen
  3. Mark Broadie
  4. Christian Kahl
  5. Jim Gatheral
  6. Vladimir V. Piterbarg
  7. Leif B. G. Andersen
  8. P. Cheng
  9. Ö. Kaya
  10. Antoon Pelsser

Who trusts R. Lord overall

  1. Nicola Bruti-Liberati
  2. M. Ben Alaya
  3. A. V. Haastrecht
  4. Bin Chen
  5. Cornelis W. Oosterlee
  6. R. Ahlip
  7. Ahmed Kebaier
  8. Damiano Brigo
  9. Fang Fang
  10. Marek Rutkowski

Papers from R. Lord's perspective

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

  1. Monte Carlo Methods in Financial Engineering
  2. Option Pricing by Transform Methods: Extensions, Unification, and Error Control
  3. Moment explosions in stochastic volatility models (Finance and Stochastics)
  4. Handbook of Mathematical Functions With Formulas, Graphs and Mathematical Tables (National Bureau of Standards Applied Mathematics Series No. 55)
  5. A Simple Option Formula for General Jump-Diffusion and Other Exponential Levy Processes
  6. Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes (Operational Research)
  7. A Theory for the Term Structure of Interest Rates
  8. Monte Carlo methods in finance
  9. Extended Libor Market Models with Stochastic Volatility
  10. Valuation of Guaranteed Annuity Conversion Options

Their papers