Jeremy Staum

Finance · 2004–2008

A researcher in the Science corpus: 3 papers; trusts 11 researchers and is trusted by 13 researchers here, as inferred from the citation graph.

Subfields

• Finance — 8 citations into it; #3,078 of 10,518 by trust here, #6,960 by citations
• Management Science and Operations Research — 8 citations into it; #2,347 of 11,946 by trust here, #3,572 by citations
• Computational Theory and Mathematics — 5 citations into it; #7,247 of 12,182 by trust here, #6,165 by citations

Whom Jeremy Staum trusts overall

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

1. Hans Föllmer
2. Alexander Schied
3. Peter P. Carr
4. John H. Cochrane
5. Zoubin Ghahramani
6. Freddy Delbaen
7. Marco Frittelli
8. Helyette Geman
9. Dilip B Madan 5
10. Kimmo Vehkalahti

Who trusts Jeremy Staum overall

1. Jocelyne Bion-Nadal
2. Marco Frittelli
3. Patrick Cheridito
4. Nicole El Karoui
5. Martin Schweizer
6. Michael C. Fu
7. Giacomo Scandolo
8. Simone Cerreia-Vioglio
9. Alexander S. Cherny

Papers from Jeremy Staum's perspective

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

1. Convex measures of risk and trading constraints (Finance and Stochastics)
2. Pricing and hedging in incomplete markets
3. Design and Modeling for Computer Experiments
4. Stochastic Finance: An Introduction in Discrete Time
5. Beyond Arbitrage: Good‐Deal Asset Price Bounds in Incomplete Markets (Journal of Political Economy)
6. Learning Dynamic Bayesian Networks
7. Cluster Analysis (Science)
8. Response surface methodology
9. Utility maximization in incomplete markets
10. Dynamic Coherent Risk Measures

Their papers

• Fundamental Theorems of Asset Pricing for Good Deal Bounds (2004) — 103 citations
• Stochastic kriging for simulation metamodeling (2008) — 747 citations
• Spreadsheet simulation (2004) — 320 citations