Sam D. Howison

Finance · 2004–2010

A researcher in the Science corpus: 7 papers; trusts 22 researchers and is trusted by 20 researchers here, as inferred from the citation graph.

Subfields

• Finance — 62 citations into it; #2,581 of 10,518 by trust here, #2,555 by citations
• Economics and Econometrics — 54 citations into it; #13,954 of 23,481 by trust here, #14,505 by citations
• Management Science and Operations Research — 8 citations into it
• Electrical and Electronic Engineering — 7 citations into it

Whom Sam D. Howison trusts overall

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

1. Paul Glasserman
2. Jean-Pierre Fouque 3
3. Martin Widdicks
4. Steven Kou
5. George Papanicolaou
6. Alfredo Ibáñez
7. Peter W. Duck
8. Rama Cont
9. J. Lucia
10. René A. Carmona

Who trusts Sam D. Howison overall

1. Robert J. R. Elliott
2. Gabriel G. Drimus
3. Fang Fang
4. Ole E. Barndorff-Nielsen
5. Rama Cont
6. Jeannette H. C. Woerner
7. Cornelis W. Oosterlee
8. Guang-Hua Lian
9. Thomas Kokholm
10. D. C'ordoba

Papers from Sam D. Howison's perspective

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

1. Monte Carlo Methods in Financial Engineering
2. The Pricing of Options and Corporate Liabilities
3. More Statistical Properties of Order Books and Price Impact
4. Valuing American Options by Simulation: A Simple Least-Squares Approach
5. Statistical properties of stock order books: empirical results and models
6. The Long Memory of the Efficient Market
7. Stochastic Volatility (Encyclopedia of Complexity and Systems Science)
8. Financial Modelling with Jump Processes
9. Statistics for long-memory processes
10. Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange

Their papers

• Global existence, singular solutions, and ill‐posedness for the Muskat problem (2004) — 142 citations
• Limit order books (2010) — 424 citations
• A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 1: Barrier Options (2007) — 49 citations
• Modelling spikes and pricing swing options in electricity markets (2009) — 127 citations
• Matched Asymptotic Expansions in Financial Engineering (2005) — 49 citations
• On the pricing and hedging of volatility derivatives (2004) — 138 citations
• Monte Carlo valuation of American Options (2004) — 95 citations