Bernd Heidergott

Advances in Applied Probability · 2003–2008

A researcher in the Science corpus: 4 papers; trusts 2 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Whom Bernd Heidergott trusts overall

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

1. Paul Glasserman
2. Sean P. Meyn
3. Richard L. Tweedie

Who trusts Bernd Heidergott overall

1. Sergeĭ Sergeev
2. Peter Butkovic
3. Hans Schneider

Papers from Bernd Heidergott's perspective

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

1. Markov Chains and Stochastic Stability
2. Gradient Estimation Via Perturbation Analysis
3. An Introduction to Probability Theory and Its Applications
4. The Variance Gamma (V.G.) Model for Share Market Returns
5. A Theory for the Term Structure of Interest Rates
6. Monte Carlo Methods in Financial Engineering
7. Valuing American Options by Simulation: A Simple Least-Squares Approach
8. Empirical Dynamic Asset Pricing
9. Martingale Methods in Financial Modelling
10. Options, Futures, and Other Derivatives

Their papers

• Max Plus at Work: Modeling and Analysis of Synchronized Systems: A Course on Max-Plus Algebra and Its Applications (2005) — 444 citations
• Measure-Valued Differentiation for Markov Chains (2008) — 50 citations
• Max-plus linear stochastic systems and perturbation analysis (2006) — 66 citations
• Taylor series expansions for stationary Markov chains (2003) — 72 citations