P. L. Jørgensen

2000–2001

A researcher in the Science corpus: 2 papers; trusts 0 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Whom P. L. Jørgensen trusts overall

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

  1. John C. Hull

Who trusts P. L. Jørgensen overall

  1. Anna Rita Bacinello
  2. Daniel Bauer
  3. Katharina Zaglauer
  4. Antti J. Tanskanen
  5. Steven Haberman
  6. Laura Ballotta
  7. Mette Hansen
  8. Jani Lukkarinen
  9. K. Miltersen
  10. Alexander Kling

Papers from P. L. Jørgensen's perspective

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

  1. The Pricing of Options and Corporate Liabilities
  2. Options, Futures, and Other Derivatives
  3. Analytical Valuation of American-Style Asian Options
  4. Stochastic Volatility (Encyclopedia of Complexity and Systems Science)
  5. The Dynamics of the S&P 500 Implied Volatility Surface
  6. An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
  7. The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions (Journal of Financial and Quantitative Analysis)
  8. Stochastic Models of Implied Volatility Surfaces
  9. Extensions to the Gaussian Copula: Random Recovery and Random Factor Loadings
  10. Delta-hedging vega risk?

Their papers