Alexander Boogert

Finance · 2008

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Alexander Boogert trusts overall

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

  1. L. Rogers
  2. Lars Stentoft
  3. Eduardo S. Schwartz
  4. Francis A. Longstaff
  5. J. Lucia
  6. Paul Glasserman

Papers from Alexander Boogert's perspective

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

  1. Valuing American Options by Simulation: A Simple Least-Squares Approach
  2. Assessing the Least Squares Monte-Carlo Approach to American Option Valuation
  3. Monte Carlo Methods in Financial Engineering
  4. Monte Carlo valuation of American options
  5. Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange
  6. Post-'87 crash fears in the S&P 500 futures option market
  7. The Pricing of Options and Corporate Liabilities
  8. A Martingale Characterization of Consumption Choices and Hedging Costs with Margin Requirements
  9. The Term Structure of Interest Rates as a Random Field
  10. Quasi-Random Sequences and Their Discrepancies

Their papers