Peter J̈ackel

Finance · 2000–2006

A researcher in the Science corpus: 3 papers; trusts 9 researchers and is trusted by 13 researchers here, as inferred from the citation graph.

Subfields

Whom Peter J̈ackel trusts overall

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

  1. Paul Glasserman
  2. Leif Andersen
  3. Mark Broadie
  4. Makoto Matsumoto
  5. Leif B. G. Andersen
  6. Vladimir V. Piterbarg
  7. R. Brotherton-Ratcliffe
  8. Ö. Kaya

Who trusts Peter J̈ackel overall

  1. M. Giles
  2. R. Lord
  3. Omar El Euch
  4. Steffen Dereich
  5. Bin Chen
  6. Reza Alizadeh
  7. Christian Kahl
  8. Song‐Ping Zhu
  9. Mathieu Rosenbaum

Papers from Peter J̈ackel's perspective

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

  1. A Theory for the Term Structure of Interest Rates
  2. Monte Carlo Methods in Financial Engineering
  3. Mersenne twister: a 623-dimensionally equidistributed uniform pseudo-random number generator
  4. Moment explosions in stochastic volatility models (Finance and Stochastics)
  5. Option Pricing by Transform Methods: Extensions, Unification, and Error Control
  6. The Pricing of Options and Corporate Liabilities
  7. Brownian Motion and Stochastic Calculus
  8. Monte Carlo methods in finance
  9. Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes (Operational Research)
  10. On the theory of brownian motion

Their papers