Vlad Bally

Finance · 2001–2016

A researcher in the Science corpus: 6 papers; trusts 8 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

Whom Vlad Bally trusts overall

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

  1. Martin Johansson
  2. Alexandros Beskos
  3. Francis A. Longstaff
  4. Mark H. A. Davis
  5. Gareth O. Roberts
  6. Nicolas G. Fournier
  7. Eduardo S. Schwartz
  8. Harald Luschgy
  9. Laurent Denis
  10. Harold J. Kushner

Who trusts Vlad Bally overall

  1. A. Kulik
  2. Atsushi Takeuchi
  3. Arnaud Debussche
  4. Qi S. Zhang
  5. Franccois Delarue
  6. René A. Carmona
  7. Huaizhong Zhao
  8. Nicolas G. Fournier
  9. M. Ludkovski
  10. Stéphane Menozzi

Papers from Vlad Bally's perspective

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

  1. Exact simulation of diffusions
  2. Valuing American Options by Simulation: A Simple Least-Squares Approach
  3. Malliavin calculus on the Wiener–Poisson space and its application to canonical SDE with jumps
  4. Malliavin Calculus for Lévy Processes with Applications to Finance
  5. Malliavin calculus for Levy processes with applications to finance
  6. Foundations of Quantization for Probability Distributions
  7. Financial Modelling with Jump Processes
  8. Malliavin Monte Carlo Greeks for jump diffusions
  9. A criterion of density for solutions of Poisson-driven SDEs
  10. Numerical Methods for Stochastic Control Problems in Continuous Time

Their papers