Alfred Lehar

Finance · 2002–2012

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

Subfields

Whom Alfred Lehar trusts overall

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

  1. Peter E. Kloeden
  2. Christian Upper
  3. Eckhard Platen
  4. John C. Hull
  5. P. Vlaar
  6. V. Acharya

Who trusts Alfred Lehar overall

  1. Pilar Abad
  2. Christian Upper
  3. Sonia Benito
  4. K. Hsieh

Papers from Alfred Lehar's perspective

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

  1. Numerical Solution of Stochastic Differential Equations
  2. Estimating Bilateral Exposures in the German Interbank Market: Is There a Danger of Contagion? (Social Science Research Network)
  3. Numerical recipes in C
  4. Options, Futures, and Other Derivatives
  5. Value at risk models for Dutch bond portfolios
  6. Brownian Motion and Stochastic Calculus
  7. Convergence of a discretization scheme for jump-diffusion processes with state–dependent intensities (Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences)
  8. The Pricing of Options and Corporate Liabilities
  9. Financial Modelling with Jump Processes
  10. No Contagion, Only Interdependence: Measuring Stock Market Comovements

Their papers