M. Mazur

Finance · with Goard · 2013

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom M. Mazur trusts overall

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

  1. Lars Peter Hansen
  2. Whitney K. Newey
  3. Patrick Cheridito
  4. Robert J. R. Elliott
  5. Ken West
  6. Damir Filipovi'c

Papers from M. Mazur's perspective

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

  1. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  2. Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching
  3. A FINITE DIFFERENCE METHOD FOR THE VALUATION OF VARIANCE SWAPS
  4. A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix
  5. Option Valuation under Stochastic Volatility
  6. Modeling of Variance and Volatility Swaps for Financial Markets with Stochastic Volatilities
  7. Market price of risk speci-fications for a ne models: theory and evidence
  8. The Pricing of Options and Corporate Liabilities
  9. The Estimation of Relationships with Autocorrelated Residuals by the Use of Instrumental Variables
  10. Robust Control and Model Uncertainty

Their papers