Stefan Geiss †

Finance · 2002–2011

A researcher in the Science corpus: 4 papers; trusts 6 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Finance — 8 citations into it; #5,108 of 10,518 by trust here, #7,251 by citations
• Demography — 5 citations into it

Whom Stefan Geiss † trusts overall

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

1. Jianfeng Zhang
2. Bruno Bouchard
3. Emmanuel Gobet

Who trusts Stefan Geiss † overall

1. C. Geiss
2. Peter Tankov
3. Andreas Neuenkirch
4. Takaki Hayashi

Papers from Stefan Geiss †'s perspective

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

1. A numerical scheme for BSDEs
2. Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
3. A regression-based Monte Carlo method to solve backward stochastic differential equations
4. On approximation of a class of stochastic integrals and interpolation
5. DONSKER-TYPE THEOREM FOR BSDES
6. Path regularity for solutions of backward stochastic differential equations
7. Valuing American Options by Simulation: A Simple Least-Squares Approach
8. Numberical Method for Backward Stochastic Differential Equations
9. Forward-Backward Stochastic Differential Equations and their Applications
10. A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY

Their papers

• Quantitative approximation of certain stochastic integrals (2002) — 57 citations
• Generalized fractional smoothness and Lp-variation of BSDEs with non-Lipschitz terminal condition (2011) — 47 citations
• Weighted BMO and discrete time hedging within the Black-Scholes model (2005) — 56 citations
• On approximation of a class of stochastic integrals and interpolation (2004) — 54 citations