Steve A. K. Metwally

2002

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 3 researchers here, as inferred from the citation graph.

Whom Steve A. K. Metwally trusts overall

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

  1. Ernesto Mordecki

Who trusts Steve A. K. Metwally overall

  1. Yann d'Halluin
  2. Peter A. Forsyth
  3. Kenneth R. Vetzal

Papers from Steve A. K. Metwally's perspective

Ordered by how strongly the researchers Steve A. K. Metwally trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Optimal stopping and perpetual options for Lévy processes
  2. Diffusions, Markov Processes, and Martingales by L. C. G. Rogers
  3. The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
  4. Option Pricing Under a Double Exponential Jump Diffusion Model (Management Sciences)
  5. Russian and American put options under exponential phase-type Lévy models
  6. Financial Modelling with Jump Processes
  7. Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions
  8. Introductory Lectures on Fluctuations of Lévy Processes with Applications
  9. Lévy Processes in Finance: Pricing Financial Derivatives
  10. The Variance Gamma Process and Option Pricing

Their papers