M. Schröder

Finance · with Carr · 2003

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom M. Schröder trusts overall

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

  1. Marc Yor
  2. Hiroyuki Matsumoto
  3. Daniel Dufresne

Papers from M. Schröder's perspective

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

  1. Laguerre Series for Asian and Other Options
  2. Exponential Functionals of Brownian Motion and Related Processes
  3. Exponential functionals of Brownian motion, II: Some related diffusion processes
  4. Martingale Methods in Financial Modelling
  5. A survey and some generalizations of Bessel processes
  6. Eigenvalues of the Laguerre Process as Non-Colliding Squared Bessel Processes
  7. Table of Integrals, Series, and Products
  8. Exponential functionals of Levy processes
  9. An Analogue of Pitman’s 2M — X Theorem for Exponential Wiener Functionals Part II: The Role of the Generalized Inverse Gaussian Laws (Nagoya mathematical journal)
  10. On the integral of geometric Brownian motion

Their papers