Daniel Dufresne

Finance · 2000–2009

A researcher in the Science corpus: 6 papers; trusts 11 researchers and is trusted by 28 researchers here, as inferred from the citation graph.

Subfields

Whom Daniel Dufresne trusts overall

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

  1. Marc Yor
  2. Hiroyuki Matsumoto
  3. Alan L. Lewis
  4. Sebastian Raible
  5. Roger Lee
  6. Gurdip Bakshi
  7. Konstantin Borovkov
  8. Donald Ervin Knuth
  9. Pauline Barrieu
  10. Qihe Tang

Who trusts Daniel Dufresne overall

  1. Nengjiu Ju
  2. Simon C. K. Lee Asa
  3. Masaaki Kijima
  4. Antoine Jacquier
  5. Hans U. Gerber
  6. P. Carr
  7. Asa X. Sheldon Lin
  8. Tony Siu Tung Wong
  9. Gabriel G. Drimus
  10. Gordon E. Willmot

Papers from Daniel Dufresne's perspective

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

  1. Laguerre Series for Asian and Other Options
  2. Spanning and Derivative-Security Valuation
  3. Exponential Functionals of Brownian Motion and Related Processes
  4. On certain Markov processes attached to exponential functionals of Brownian motion: application to Asian options.
  5. Exponential functionals of Brownian motion, II: Some related diffusion processes
  6. Lévy Processes in Finance: Theory, Numerics, and Empirical Facts
  7. A Simple Option Formula for General Jump-Diffusion and Other Exponential Levy Processes
  8. Handbook of Mathematical Functions With Formulas, Graphs and Mathematical Tables (National Bureau of Standards Applied Mathematics Series No. 55)
  9. An Introduction to Probability Theory and Its Applications
  10. Option Pricing by Transform Methods: Extensions, Unification, and Error Control

Their papers