Oliver Pfaffel

Finance · 2009–2012

A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

Whom Oliver Pfaffel trusts overall

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

  1. Christian Gouriéroux
  2. Rama Cont
  3. A. Davie
  4. Paul Glasserman
  5. Andrew L. Rukhin
  6. J. D. da Fonseca

Who trusts Oliver Pfaffel overall

  1. Piotr Graczyk
  2. Christian Gouriéroux
  3. Andrew Gordon Wilson
  4. J. Małecki
  5. R. Sufana
  6. J. D. da Fonseca
  7. David A. Knowles
  8. Zoubin Ghahramani
  9. Martino Grasselli
  10. Damir Filipovi'c

Papers from Oliver Pfaffel's perspective

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

  1. Financial Modelling with Jump Processes
  2. Specification Analysis of Affine Term Structure Models
  3. Estimation of affine asset pricing models using the empirical characteristic function
  4. Whishart Quadratic Term Structure Models
  5. SOLVABLE AFFINE TERM STRUCTURE MODELS
  6. Monte Carlo Methods in Financial Engineering
  7. An Introduction to Probability Theory and Its Applications
  8. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  9. Financial Modelling with Jump Processes
  10. Post-'87 crash fears in the S&P 500 futures option market

Their papers