Patrick S. Hagan
2006–2015
A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Patrick S. Hagan trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Patrick S. Hagan's perspective
Ordered by how strongly the researchers Patrick S. Hagan trusts endorse each paper. Same corpus, a different order for every researcher.
- A Practical Guide to Splines
- Option Valuation under Stochastic Volatility
- On the behavior of the fundamental solution of the heat equation with variable coefficients
- Stochastic Analysis on Manifolds
- Options, Futures, and Other Derivatives
- Martingale approximations for sums of stationary processes
- Applications of Stein's method for concentration inequalities
- A Zero-One Law for Planar Random walks in Random Environment
- Correctors for the homogenization of Hamilton‐Jacobi equations in the stationary ergodic setting
- Limits of dense graph sequences (J. Comb. Theory B)
Their papers
- Probability Distribution in the SABR Model of Stochastic Volatility (2015) — 74 citations
- Interpolation Methods for Curve Construction (2006) — 192 citations