Steven E. Shreve

The Annals of Applied Probability · 2001–2011

A researcher in the Science corpus: 10 papers; trusts 1 researcher and is trusted by 36 researchers here, as inferred from the citation graph.

Whom Steven E. Shreve trusts overall

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

  1. Jim Gatheral
  2. Bernt Øksendal

Who trusts Steven E. Shreve overall

  1. Daniel Lacker
  2. Eitan Tadmor
  3. Paulo Natenzon
  4. Mao Fabrice Djete
  5. Csaba Szepesvari
  6. Marcel Nutz
  7. Daniel Bartl
  8. Philip Thomas
  9. R´emi Munos
  10. Eugene A. Feinberg

Papers from Steven E. Shreve's perspective

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

  1. Markov Processes: Characterization and Convergence
  2. Validity of heavy traffic steady-state approximations in generalized Jackson networks
  3. Real-time queues in heavy traffic with earliest-deadline-first queue discipline
  4. An explicit formula for the Skorokhod map on [0,a].
  5. The Volatility Surface: A Practitioner's Guide
  6. Stochastic Volatility Model with Time‐dependent Skew
  7. Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes
  8. The Long Memory of the Efficient Market
  9. Anomalous price impact and the critical nature of liquidity in financial markets
  10. A Theory for the Term Structure of Interest Rates

Their papers