Nicholas A. Baran

Finance · 2015

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Nicholas A. Baran trusts overall

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

  1. René L. Schilling
  2. David Nualart

Papers from Nicholas A. Baran's perspective

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

  1. Information Theory, Inference, and Learning Algorithms
  2. Feynman–kac Formulas for Black–Scholes–Type Operators
  3. The Black–Scholes equation in stochastic volatility models
  4. Stochastic Differential Equations With Markovian Switching
  5. Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with Applications
  6. Option pricing and Esscher transform under regime switching
  7. Hybrid Switching Diffusions: Properties and Applications
  8. Financial Modelling with Jump Processes
  9. Space-Time Approach to Non-Relativistic Quantum Mechanics
  10. Continuous-Time Markov Chains and Applications: A Two-Time-Scale Approach

Their papers