Floyd B. Hanson

Finance · 2007

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Floyd B. Hanson trusts overall

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

  1. Desmond John Higham
  2. Steven Kou
  3. Peter E. Kloeden
  4. Yacine Aït-Sahalia
  5. Bernt Øksendal
  6. Harold J. Kushner
  7. J. Michael Steele
  8. Tamer Basar
  9. Robert F. Stengel
  10. Ole E. Barndorff-Nielsen

Who trusts Floyd B. Hanson overall

  1. Aaron Lou
  2. Chenlin Meng
  3. Peter Kratz
  4. Stefano Ermon
  5. Andrew R. Teel

Papers from Floyd B. Hanson's perspective

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

  1. Financial Modelling with Jump Processes
  2. Monte Carlo Methods in Financial Engineering
  3. The Variance Gamma (V.G.) Model for Share Market Returns
  4. Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise
  5. Mean-Square and Asymptotic Stability of the Stochastic Theta Method (SIAM Journal on Numerical Analysis)
  6. Lévy Processes in Finance: Pricing Financial Derivatives
  7. Separating Microstructure Noise from Volatility
  8. Convergence of a discretization scheme for jump-diffusion processes with state–dependent intensities (Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences)
  9. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  10. Multilevel Monte Carlo Path Simulation (Operational Research)

Their papers