Eberhard Mayerhofer

Finance · 2009–2011

A researcher in the Science corpus: 5 papers; trusts 34 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Eberhard Mayerhofer trusts overall

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

  1. Damir Filipovi'c
  2. Martin Keller‐Ressel
  3. Rama Cont
  4. Qiang Dai
  5. Arnold Neumaier
  6. Wim Schoutens
  7. Roger Lee
  8. A. Mortensen
  9. Paul Glasserman
  10. Martino Grasselli

Who trusts Eberhard Mayerhofer overall

  1. Martin Keller‐Ressel
  2. J. D. da Fonseca

Papers from Eberhard Mayerhofer's perspective

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

  1. Specification Analysis of Affine Term Structure Models
  2. The Impact of Jumps in Volatility and Returns
  3. THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES
  4. Whishart Quadratic Term Structure Models
  5. Moment explosions in stochastic volatility models (Finance and Stochastics)
  6. Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type
  7. Financial Modelling with Jump Processes
  8. On inference for partially observed nonlinear diffusion models using the Metropolis–Hastings algorithm
  9. Introduction to Numerical Analysis
  10. Stochastic processes and orthogonal polynomials

Their papers