Martin B. Haugh

Finance · 2001–2018

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

Whom Martin B. Haugh trusts overall

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

  1. D. Hunter
  2. Vladimir Cherkassky
  3. Francis A. Longstaff
  4. Eduardo S. Schwartz
  5. L. Rogers
  6. Peter P. Carr

Who trusts Martin B. Haugh overall

  1. Christiane Lemieux
  2. Farshid Jamshidian
  3. Christian Bender
  4. René A. Carmona
  5. Lauren Hannah
  6. Denis Belomestny
  7. M. Ludkovski
  8. David B. Dunson
  9. Akshay Balsubramani
  10. Nikolaus Schweizer

Papers from Martin B. Haugh's perspective

Ordered by how strongly the researchers Martin B. Haugh 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. Valuing American Options in a Path Simulation Model
  4. Optimal positioning in derivative securities
  5. A stochastic mesh method for pricing high-dimensional American options
  6. The Nature Of Statistical Learning Theory
  7. Monte Carlo valuation of American options
  8. Post-'87 crash fears in the S&P 500 futures option market
  9. The Term Structure of Interest Rates as a Random Field
  10. Quasi-Random Sequences and Their Discrepancies

Their papers