Knut Sølna
Finance · 2006–2011
A researcher in the Science corpus: 3 papers; trusts 3 researchers and is trusted by 6 researchers here, as inferred from the citation graph.
Subfields
- Finance — 40 citations into it; #5,217 of 10,518 by trust here, #6,671 by citations
- Economics and Econometrics — 12 citations into it
Whom Knut Sølna trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Knut Sølna overall
Papers from Knut Sølna's perspective
Ordered by how strongly the researchers Knut Sølna trusts endorse each paper. Same corpus, a different order for every researcher.
- Credit Risk: Modeling, Valuation And Hedging
- CORRELATED DEFAULT WITH INCOMPLETE INFORMATION
- Brownian Motion and Stochastic Calculus
- Derivatives in Financial Markets with Stochastic Volatility
- Credit Derivatives Pricing Models: Models, Pricing and Implementation
- CREDIT RISK MODELING AND VALUATION: AN INTRODUCTION
- The Pricing of Options and Corporate Liabilities
- Markov Processes: Characterization and Convergence
- On Default Correlation: A Copula Function Approach
- Portfolio Credit Risk Models with Interacting Default Intensities: a Markovian Approach
Their papers
- Wave Propagation and Time Reversal in Randomly Layered Media (2007) — 394 citations
- Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives: Introduction to Stochastic Volatility Models (2011) — 248 citations
- Stochastic Volatility Effects on Defaultable Bonds (2006) — 73 citations