Farzad Alavi Fard

Finance · 2015

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Farzad Alavi Fard trusts overall

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

  1. Lancelot F. James
  2. Peter P. Carr
  3. Marco Frittelli

Papers from Farzad Alavi Fard's perspective

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

  1. The Pricing of Options and Corporate Liabilities
  2. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  3. Poisson Process Partition Calculus with applications to Exchangeable models and Bayesian Nonparametrics
  4. Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages
  5. Option Pricing, Interest Rates and Risk Management: Towards a Theory of Volatility Trading
  6. Exponential Hedging and Entropic Penalties
  7. Coherent Risk Measures on General Probability Spaces
  8. Gibbs Sampling Methods for Stick-Breaking Priors
  9. The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications
  10. Valuing Credit Default Swaps I: No Counterparty Default Risk

Their papers