Mark H. A. Davis

Finance · 2001–2010

A researcher in the Science corpus: 8 papers; trusts 6 researchers and is trusted by 28 researchers here, as inferred from the citation graph.

Subfields

Whom Mark H. A. Davis trusts overall

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

  1. Michael Monoyios
  2. Vicky Henderson
  3. David Hobson *
  4. Marek Musiela
  5. Walter Schachermayer
  6. John C. Hull
  7. Thaleia Zariphopoulou
  8. Rama Cont
  9. Jim Gatheral
  10. Peter P. Carr

Who trusts Mark H. A. Davis overall

  1. Fred Espen Benth
  2. Yan Dolinsky
  3. Vicky Henderson
  4. Atsushi Takeuchi
  5. David Hobson *
  6. H. M. Soner
  7. Michael Monoyios
  8. J. Šaltytė Benth
  9. Vlad Bally
  10. Pierre Henry-Labordère

Papers from Mark H. A. Davis's perspective

Ordered by how strongly the researchers Mark H. A. Davis trusts endorse each paper. Same corpus, a different order for every researcher.

  1. An example of indifference prices under exponential preferences (Finance and Stochastics)
  2. Real options with constant relative risk aversion
  3. Optimal investment in incomplete markets when wealth may become negative
  4. Performance of utility-based strategies for hedging basis risk
  5. Risk-sensitive portfolio optimization on infinite time horizon
  6. A note on sufficient conditions for no arbitrage
  7. THE RANGE OF TRADED OPTION PRICES
  8. The Malliavin Calculus and Related Topics
  9. Diffusions, Markov Processes, and Martingales by L. C. G. Rogers
  10. The Volatility Surface: A Practitioner's Guide

Their papers