P. Laurence

Finance · 2005–2012

A researcher in the Science corpus: 3 papers; trusts 10 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom P. Laurence trusts overall

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

  1. Nengjiu Ju
  2. Damiano Brigo
  3. Umberto Cherubini
  4. Griselda Deelstra
  5. Peter P. Carr
  6. Fabio Mercurio

Who trusts P. Laurence overall

  1. Yan Dolinsky
  2. Peter Tankov
  3. David Hobson *
  4. H. M. Soner

Papers from P. Laurence's perspective

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

  1. Pricing of arithmetic basket options by conditioning
  2. Approximated moment-matching dynamics for basket-options pricing
  3. Stochastic Skew in Currency Options
  4. The Concept of Comonotonicity in Actuarial Science and Finance: Applications
  5. Pricing Asian and basket options via Taylor expansion
  6. Static-arbitrage upper bounds for the prices of basket options
  7. Asymptotics and calibration of local volatility models
  8. From local volatility to local Lévy models
  9. Robust Hedging of Barrier Options
  10. The Pricing of Options and Corporate Liabilities

Their papers