Jan Vecer

Finance · 2004–2010

A researcher in the Science corpus: 3 papers; trusts 8 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

Whom Jan Vecer trusts overall

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

  1. Ernst Eberlein
  2. Marco Frittelli
  3. Yoshio Miyahara
  4. Antonis Papapantoleon
  5. Francis A. Longstaff
  6. Nicolai Meinshausen
  7. Peter P. Carr

Who trusts Jan Vecer overall

  1. Jean-Pierre Fouque 3
  2. Chuan-Hsiang Han
  3. Ernst Eberlein
  4. Antonis Papapantoleon
  5. Luiz E. Brandão

Papers from Jan Vecer's perspective

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

  1. The Pricing of Options and Corporate Liabilities
  2. The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
  3. Valuing American Options by Simulation: A Simple Least-Squares Approach
  4. The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
  5. MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE‐EXERCISE OPTIONS
  6. Real Options: A Practitioner's Guide
  7. Highway Development Decision-Making under Uncertainty: A Real Options Approach
  8. Fast narrow bounds on the value of Asian options
  9. [Geometric Lévy Process & MEMM] Pricing Model and Related Estimation Problems
  10. Stochastic calculus for finance

Their papers