Adam Speight
Finance · 2009
A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Finance — 6 citations into it; #6,052 of 10,518 by trust here, #10,047 by citations
Whom Adam Speight trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Paul Glasserman
- Francis A. Longstaff
- Emmanuel Gobet
- Eduardo S. Schwartz
- Jean-Philippe Lemor
- M. Giles
- Xavier Warin
Who trusts Adam Speight overall
Papers from Adam Speight's perspective
Ordered by how strongly the researchers Adam Speight trusts endorse each paper. Same corpus, a different order for every researcher.
- Valuing American Options by Simulation: A Simple Least-Squares Approach
- Monte Carlo Methods in Financial Engineering
- A regression-based Monte Carlo method to solve backward stochastic differential equations
- Specification Analysis of Affine Term Structure Models
- Martingale Methods in Financial Modelling
- DONSKER-TYPE THEOREM FOR BSDES
- Numberical Method for Backward Stochastic Differential Equations
- Path regularity for solutions of backward stochastic differential equations
- An analysis of a least squares regression method for American option pricing (Finance and Stochastics)
- Foundations of Quantization for Probability Distributions
Their papers
- A Multilevel Approach to Control Variates (2009) — 26 citations