M. Steinberg

with Howison · 2007

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Whom M. Steinberg trusts overall

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

1. Paul Glasserman
2. Steven Kou

Who trusts M. Steinberg overall

1. Fang Fang
2. Cornelis W. Oosterlee

Papers from M. Steinberg's perspective

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

1. Monte Carlo Methods in Financial Engineering
2. ON PRICING OF DISCRETE BARRIER OPTIONS
3. Matched Asymptotic Expansions in Financial Engineering
4. The Variance Gamma (V.G.) Model for Share Market Returns
5. Valuing American Options by Simulation: A Simple Least-Squares Approach
6. Empirical Dynamic Asset Pricing
7. Martingale Methods in Financial Modelling
8. Options, Futures, and Other Derivatives
9. Monte Carlo valuation of American options
10. Pricing Interest Rate Derivatives: A General Approach

Their papers

• A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 1: Barrier Options (2007) — 49 citations