Cyriel de Jong

with Huisman · 2002

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Whom Cyriel de Jong trusts overall

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

  1. Francis A. Longstaff
  2. Eduardo S. Schwartz

Who trusts Cyriel de Jong overall

  1. Michael Bierbrauer
  2. D. W. Bunn
  3. Christian Menn
  4. Nektaria V. Karakatsani
  5. Rafal Weron
  6. Stefan Trück
  7. Svetlozar T. Rachev

Papers from Cyriel de Jong's perspective

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

  1. The Pricing of Options and Corporate Liabilities
  2. Valuing American Options by Simulation: A Simple Least-Squares Approach
  3. Post-'87 crash fears in the S&P 500 futures option market
  4. The Term Structure of Interest Rates as a Random Field
  5. Quasi-Random Sequences and Their Discrepancies
  6. Specification Analysis of Affine Term Structure Models
  7. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
  8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  9. Securities lending, shorting, and pricing
  10. Term premia and interest rate forecasts in affine models

Their papers