Michael A. H. Dempster

2002

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 3 researchers here, as inferred from the citation graph.

Whom Michael A. H. Dempster trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. Gurdip Bakshi
  3. Dilip B Madan 5
  4. Peter P. Carr
  5. Jin-Chuan Duan
  6. Eric C. Chang

Who trusts Michael A. H. Dempster overall

  1. Ernst Eberlein
  2. Kathrin Glau
  3. Antonis Papapantoleon

Papers from Michael A. H. Dempster's perspective

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

  1. Processes of normal inverse Gaussian type
  2. The Variance Gamma Process and Option Pricing
  3. Spanning and Derivative-Security Valuation
  4. Option valuation with co-integrated asset prices
  5. A Theory for the Term Structure of Interest Rates
  6. Time-Changed Levy Processes and Option Pricing ⁄
  7. The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
  8. Application of Generalized Hyperbolic Lévy Motions to Finance
  9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  10. Generalized autoregressive conditional heteroskedasticity

Their papers