S. Clift

Finance · with Forsyth · 2008

A researcher in the Science corpus: 1 paper; trusts 23 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom S. Clift trusts overall

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

  1. Peter A. Forsyth
  2. Ana-Maria Matache
  3. Steven Kou
  4. René L. Schilling
  5. Alan L. Lewis
  6. Kenneth R. Vetzal
  7. Rama Cont
  8. Ariel Almendral
  9. Peter K. Friz
  10. Yann d'Halluin

Papers from S. Clift's perspective

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

  1. A Jump-Diffusion Model for Option Pricing (Management Sciences)
  2. The Pricing of Options and Corporate Liabilities
  3. Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Option Pricing
  4. Fast deterministic pricing of options on Lévy driven assets
  5. Financial Modelling with Jump Processes
  6. A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models (SIAM Journal on Numerical Analysis)
  7. Robust numerical methods for contingent claims under jump diffusion processes
  8. Wavelet Galerkin pricing of American options on Lévy driven assets
  9. A finite volume approach for contingent claims valuation
  10. Numerical convergence properties of option pricing PDEs with uncertain volatility

Their papers