Donald Aingworth

Finance · 2006

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Donald Aingworth trusts overall

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

  1. Damiano Brigo
  2. Fabio Mercurio
  3. Carol Alexander
  4. Francis A. Longstaff

Who trusts Donald Aingworth overall

  1. R. Liu
  2. Abdul Khaliq

Papers from Donald Aingworth's perspective

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

  1. The Pricing of Options and Corporate Liabilities
  2. Lognormal-mixture dynamics and calibration to market volatility smiles
  3. Valuing American Options by Simulation: A Simple Least-Squares Approach
  4. Normal mixture diffusion with uncertain volatility: Modelling short- and long-term smile effects
  5. Option pricing under regime switching
  6. Option Pricing
  7. Interest Rates and The Credit Crunch: New Formulas and Market Models
  8. Martingale Methods in Financial Modelling
  9. A multi-quality model of interest rates
  10. Matrix computations

Their papers