Leif Andersen

with Buffum · 2003

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Leif Andersen trusts overall

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

  1. Leif Andersen
  2. Peter A. Forsyth
  3. Kenneth R. Vetzal

Papers from Leif Andersen's perspective

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

  1. Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Option Pricing
  2. Valuation of Convertible Bonds With Credit Risk
  3. Death Spiral Convertibles
  4. Calibration and Implementation of Convertible Bond Models
  5. Quadratic Convergence for Valuing American Options Using a Penalty Method (SIAM Journal on Scientific Computing)
  6. The Pricing of Options and Corporate Liabilities
  7. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
  8. Controlled Markov processes and viscosity solutions
  9. Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation
  10. A Simple Exponential Model for Dependent Defaults

Their papers