Anders Grosen

2000–2001

A researcher in the Science corpus: 2 papers; trusts 0 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Whom Anders Grosen trusts overall

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

  1. John C. Hull

Who trusts Anders Grosen overall

  1. Anna Rita Bacinello
  2. Daniel Bauer
  3. Katharina Zaglauer
  4. Antti J. Tanskanen
  5. Steven Haberman
  6. Mette Hansen
  7. Laura Ballotta
  8. K. Miltersen
  9. Jani Lukkarinen
  10. Alexander Kling

Papers from Anders Grosen's perspective

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

  1. The Pricing of Options and Corporate Liabilities
  2. Options, Futures, and Other Derivatives
  3. Analytical Valuation of American-Style Asian Options
  4. Stochastic Volatility (Encyclopedia of Complexity and Systems Science)
  5. Analyzing rating transitions and rating drift with continuous observations
  6. Financial Modelling with Jump Processes
  7. Time Changes for Lévy Processes
  8. The Dynamics of the S&P 500 Implied Volatility Surface
  9. An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
  10. The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions (Journal of Financial and Quantitative Analysis)

Their papers