Griselda Deelstra

Finance · 2000–2006

A researcher in the Science corpus: 6 papers; trusts 3 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

Whom Griselda Deelstra trusts overall

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

  1. Jan Dhaene
  2. Rob Kaas
  3. Marc J. Goovaerts
  4. Damiano Brigo

Who trusts Griselda Deelstra overall

  1. Guohui Guan
  2. Haixiang Yao
  3. David Hobson *
  4. Pei Wang
  5. Jian-wei Gao
  6. Jérôme Detemple
  7. Zongxia Liang
  8. Michèle Vanmaele
  9. Elena Vigna
  10. Andrew J. G. Cairns

Papers from Griselda Deelstra's perspective

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

  1. The Pricing of Options and Corporate Liabilities
  2. Upper and lower bounds for sums of random variables
  3. Pricing of arithmetic basket options by conditioning
  4. Approximated moment-matching dynamics for basket-options pricing
  5. Simple, Fast and Flexible Pricing of Asian Options
  6. Pricing Bounds on Asian Options (Journal of Financial and Quantitative Analysis)
  7. An easy computable upper bound for the price of an arithmetic Asian option
  8. Martingale Limit Theory and Its Application
  9. Convex measures of risk and trading constraints (Finance and Stochastics)
  10. Arbitrage Theory in Continuous Time

Their papers