Dmitry Davydov

Management Sciences · 2001

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 12 researchers here, as inferred from the citation graph.

Whom Dmitry Davydov trusts overall

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

  1. Leif Andersen
  2. Anja Göing-Jaeschke

Who trusts Dmitry Davydov overall

  1. Jian-wei Gao
  2. Vadim Linetsky
  3. Aleksandar Mijatovic
  4. Steven Kou
  5. Sun-Yong Choi
  6. Mengdi Gu
  7. Mikhail Urusov
  8. Jean-Pierre Fouque 3
  9. Yipeng Yang
  10. Gianluca Fusai

Papers from Dmitry Davydov's perspective

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

  1. The Pricing of Options and Corporate Liabilities
  2. A survey and some generalizations of Bessel processes
  3. Volatility skews and extensions of the Libor market model
  4. A Simple Exponential Model for Dependent Defaults
  5. Dependent defaults in models of portfolio credit risk
  6. On Default Correlation: A Copula Function Approach
  7. Default Parameter Estimation Using Market Prices
  8. Understanding the Recovery Rates on Defaulted Securities
  9. KENDALL'S TAU FOR ELLIPTICAL DISTRIBUTIONS ∗
  10. Factor Models: Portfolio Credit Risks When Defaults are Correlated

Their papers