A. Javaheri

Finance · 2003–2004

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom A. Javaheri trusts overall

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

  1. John C. Hull
  2. Alan L. Lewis
  3. Kazufumi Ito
  4. Dilip B Madan 5
  5. Peter P. Carr
  6. Steven Heston

Who trusts A. Javaheri overall

  1. Robert J. R. Elliott
  2. Mark Broadie
  3. Guang-Hua Lian
  4. Song‐Ping Zhu

Papers from A. Javaheri's perspective

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

  1. New extension of the Kalman filter to nonlinear systems
  2. The Variance Gamma Process and Option Pricing
  3. Option Valuation under Stochastic Volatility
  4. Gaussian filters for nonlinear filtering problems (IEEE Transactions on Automatic Control)
  5. Sequential Monte Carlo Methods in Practice
  6. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  7. A tutorial on particle filters for online nonlinear/non-Gaussian Bayesian tracking (IEEE Transactions on Signal Processing)
  8. Kalman Filtering and Neural Networks
  9. Do option markets correctly price the probabilities of movement of the underlying asset
  10. Options, Futures, and Other Derivatives

Their papers