Andrew Gibson

Information Services and Use · 2010

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 1 researcher here, as inferred from the citation graph.

Whom Andrew Gibson trusts overall

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

  1. Conall O’Sullivan

Who trusts Andrew Gibson overall

  1. Bilal Abu-Salih

Papers from Andrew Gibson's perspective

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

  1. A simple recursive numerical method for Bermudan option pricing under Lévy processes
  2. Exact Pricing Formulae for Caps and Swaptions in a LéVy Term Structure Model
  3. Processes of normal inverse Gaussian type
  4. The Variance Gamma (V.G.) Model for Share Market Returns
  5. The Variance Gamma Process and Option Pricing
  6. A Simple Option Formula for General Jump-Diffusion and Other Exponential Levy Processes
  7. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  8. Pure jump L'evy processes for asset price modeling
  9. Option Pricing by Transform Methods: Extensions, Unification, and Error Control
  10. A Jump-Diffusion Model for Option Pricing (Management Sciences)

Their papers