Martin Johansson

Finance · 2004–2006

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

Whom Martin Johansson trusts overall

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

  1. David Nualart
  2. David X. Li
  3. Philipp J. Schönbucher

Who trusts Martin Johansson overall

  1. Vlad Bally
  2. Atsushi Takeuchi
  3. Emmanuelle Clement
  4. Salah-Eldin A. Mohammed
  5. Nan Chen
  6. Frank Norbert Proske
  7. T. Meyer‐Brandis

Papers from Martin Johansson's perspective

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

  1. Integration by parts formula for locally smooth laws and applications to sensitivity computations
  2. On Default Correlation: A Copula Function Approach
  3. The Pricing of Options and Corporate Liabilities
  4. Malliavin Monte Carlo Greeks for jump diffusions
  5. Central limit theorems for multiple stochastic integrals and Malliavin calculus
  6. Properties and numerical evaluation of the Rosenblatt distribution
  7. Differential equations driven by rough paths
  8. Table of Integrals, Series, and Products
  9. Semi-martingales and rough paths theory
  10. Self-intersection local time: Critical exponent, large deviations, and laws of the iterated logarithm

Their papers