Jonathan A. Schachter

Finance · 2016

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

Subfields

Whom Jonathan A. Schachter trusts overall

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

  1. Vicky Henderson

Papers from Jonathan A. Schachter's perspective

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

  1. The Pricing of Options and Corporate Liabilities
  2. Stochastic Volatility (Encyclopedia of Complexity and Systems Science)
  3. Convex measures of risk and trading constraints (Finance and Stochastics)
  4. Valuing American Options by Simulation: A Simple Least-Squares Approach
  5. Short-Term Variations and Long-Term Dynamics in Commodity Prices
  6. Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets
  7. Optimal investment in incomplete markets when wealth may become negative
  8. An example of indifference prices under exponential preferences (Finance and Stochastics)
  9. Option Exercise Games: An Application to the Equilibrium Investment Strategies of Firms
  10. Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? ☆

Their papers