Rüdiger Kiesel

Finance · 2001–2010

A researcher in the Science corpus: 5 papers; trusts 18 researchers and is trusted by 15 researchers here, as inferred from the citation graph.

Subfields

• Finance — 31 citations into it; #2,372 of 10,518 by trust here, #4,599 by citations
• Economics and Econometrics — 30 citations into it; #5,051 of 23,481 by trust here, #11,468 by citations
• Demography — 19 citations into it; #1,467 of 4,236 by trust here, #3,042 by citations

Whom Rüdiger Kiesel trusts overall

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

1. Ernst Eberlein
2. Anna Rita Bacinello
3. Dilip B Madan 5
4. Ole E. Barndorff-Nielsen
5. Mette Hansen
6. Wim Schoutens
7. Anders Grosen
8. Paul Glasserman
9. Douglas J. Hodgson
10. Antti J. Tanskanen

Who trusts Rüdiger Kiesel overall

1. Daniel Bauer
2. Saralees Nadarajah
3. Zinoviy Landsman
4. Alexander Kling
5. Serena Dipierro
6. Andreas Richter
7. Katharina Zaglauer
8. Gabriel Frahm
9. Rafael Schmidt
10. Marc J. Goovaerts

Papers from Rüdiger Kiesel's perspective

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

1. The Variance Gamma (V.G.) Model for Share Market Returns
2. The Variance Gamma Process and Option Pricing
3. Application of Generalized Hyperbolic Lévy Motions to Finance
4. Monte Carlo Methods in Financial Engineering
5. Fair Valuation of Life Insurance Liabilities: The Impact of Interest Rate Guarantees, Surrender Options, and Bonus Policies
6. Lévy Processes in Finance: Pricing Financial Derivatives
7. Fair valuation of path-dependent participating life insurance contracts
8. Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed (ASTIN Bulletin: The Journal of the International Actuarial Association)
9. Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions
10. Fast deterministic pricing of options on Lévy driven assets

Their papers

• A semi-parametric approach to risk management (2003) — 52 citations
• Semi-parametric modelling in finance: theoretical foundations (2002) — 129 citations
• Risk-neutral valuation of participating life insurance contracts (2006) — 100 citations
• On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View (2010) — 47 citations
• Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives (2001) — 293 citations