Alan M. Stacey

2006

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Alan M. Stacey trusts overall

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

  1. Dilip B Madan 5
  2. David X. Li
  3. Jessica Cariboni
  4. Wim Schoutens
  5. Eugene Seneta

Papers from Alan M. Stacey's perspective

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

  1. The Variance Gamma Process and Option Pricing
  2. On Default Correlation: A Copula Function Approach
  3. The Variance Gamma (V.G.) Model for Share Market Returns
  4. Monte Carlo Methods in Financial Engineering
  5. Financial Modelling with Jump Processes
  6. Pricing Credit Default Swaps Under Levy Models
  7. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  8. Information Theory, Inference, and Learning Algorithms
  9. Introductory Lectures on Fluctuations of Lévy Processes with Applications
  10. First passage times of a jump diffusion process (Advances in Applied Probability)

Their papers