G. West

with Hagan · 2005–2006

A researcher in the Science corpus: 2 papers; trusts 0 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom G. West trusts overall

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

  1. Jean-Pierre Fouque 3
  2. George Papanicolaou

Papers from G. West's perspective

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

  1. Derivatives in Financial Markets with Stochastic Volatility
  2. A Practical Guide to Splines
  3. Options, Futures, and Other Derivatives
  4. The Pricing of Options and Corporate Liabilities
  5. Stochastic Volatility (Encyclopedia of Complexity and Systems Science)
  6. Optimal investment problems and volatility homogenization approximations
  7. A General Asymptotic Implied Volatility for Stochastic Volatility Models
  8. Continuous-time stochastic control and optimization with financial applications / Huyen Pham
  9. The Volatility Smile
  10. Consistent Modelling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model

Their papers