A. Bélanger

Finance · 2009

A researcher in the Science corpus: 1 paper; trusts 14 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 12 citations into it; #8,103 of 10,518 by trust here, #9,371 by citations
• Economics and Econometrics — 8 citations into it; #17,647 of 23,481 by trust here, #21,405 by citations
• Demography — 6 citations into it; #2,843 of 4,236 by trust here, #3,641 by citations

Whom A. Bélanger trusts overall

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

1. M. Milevsky
2. Mary R. Hardy
3. Peter A. Forsyth
4. Jack Buffington
5. Phelim P. Boyle
6. M. Crandall
7. Jin-Chuan Duan
8. Thomas F. Coleman
9. Kenneth R. Vetzal
10. Thomas S. Salisbury

Who trusts A. Bélanger overall

1. Peter A. Forsyth
2. Kenneth R. Vetzal
3. Guojun Gan

Papers from A. Bélanger's perspective

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

1. Options, Futures, and Other Derivatives
2. The Titanic Option: Valuation of the Guaranteed Minimum Death Benefit in Variable Annuities and Mutual Funds
3. Financial Modelling with Jump Processes
4. Hedging guarantees in variable annuities under both equity and interest rate risks
5. User’s guide to viscosity solutions of second order partial differential equations
6. A Regime-Switching Model of Long-Term Stock Returns
7. Financial valuation of guaranteed minimum withdrawal benefits
8. Analysis of the stability of the linear boundary condition for the Black–Scholes equation
9. Quadratic Convergence for Valuing American Options Using a Penalty Method (SIAM Journal on Scientific Computing)
10. A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities

Their papers

• Valuing the Guaranteed Minimum Death Benefit Clause with Partial Withdrawals (2009) — 48 citations