Vladimir V. Piterbarg

Finance · 2005–2006

A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 23 researchers here, as inferred from the citation graph.

Subfields

Whom Vladimir V. Piterbarg trusts overall

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

  1. Alan L. Lewis

Who trusts Vladimir V. Piterbarg overall

  1. A. Lopatin
  2. R. Lord
  3. Fabio Mercurio
  4. Jean-Dominique Deuschel
  5. Christian Kahl
  6. Martin Keller‐Ressel
  7. T. Misirpashaev
  8. Peter K. Friz
  9. Xuerong Mao
  10. Paul Glasserman

Papers from Vladimir V. Piterbarg's perspective

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

  1. Option Valuation under Stochastic Volatility
  2. Introductory Lectures on Fluctuations of Lévy Processes with Applications
  3. Non-Gaussian Merton-Black-Scholes theory
  4. Ruin probabilities and decompositions for general perturbed risk processes
  5. Ruin probabilities (Advanced Series on Statistical Science & Applied Probability)
  6. Ruin probabilities and overshoots for general Lévy insurance risk processes
  7. Russian and American put options under exponential phase-type Lévy models
  8. Optimal stopping and perpetual options for Lévy processes
  9. Real and complex analysis
  10. Term premia and interest rate forecasts in affine models

Their papers