Martin Forde

Finance · 2009

A researcher in the Science corpus: 2 papers; trusts 7 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Martin Forde trusts overall

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

  1. Pierre Henry-Labordère
  2. Alan L. Lewis
  3. Roger Lee
  4. L. Paulot
  5. Jean-Pierre Fouque 3
  6. Martin Keller‐Ressel
  7. Peter P. Carr
  8. S. Varadhan
  9. José E. Figueroa-López
  10. Leif Andersen

Who trusts Martin Forde overall

  1. Jim Gatheral
  2. Johannes Muhle‐Karbe
  3. Antoine Jacquier
  4. Leif B. G. Andersen
  5. Jin Feng

Papers from Martin Forde's perspective

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

  1. Option Valuation under Stochastic Volatility
  2. Derivatives in Financial Markets with Stochastic Volatility
  3. Asymptotics and calibration of local volatility models
  4. Moment explosions in stochastic volatility models (Finance and Stochastics)
  5. Option Pricing by Transform Methods: Extensions, Unification, and Error Control
  6. Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing
  7. What Type of Process Underlies Options? A Simple Robust Test
  8. Small-time moment asymptotics for Lévy processes
  9. Asymptotic Implied Volatility at the Second Order with Application to the SABR Model
  10. On the behavior of the fundamental solution of the heat equation with variable coefficients

Their papers