Dan Tang

Finance · 2011

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Dan Tang trusts overall

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

  1. Tomasz R. Bielecki

Papers from Dan Tang's perspective

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

  1. Credit Risk: Modeling, Valuation And Hedging
  2. Comparison of sequence accelerators forthe Gaver method of numerical Laplace transform inversion
  3. Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process
  4. The Pricing of Options and Corporate Liabilities
  5. On Default Correlation: A Copula Function Approach
  6. Martingale Methods in Financial Modelling
  7. Markov Processes: Characterization and Convergence
  8. Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints (SIAM Journal of Control and Optimization)
  9. VECTOR STOCHASTIC INTEGRALS AND THE FUNDAMENTAL THEOREMS OF ASSET PRICING
  10. Pricing Via Utility Maximization and Entropy

Their papers