R. Ahlip

Finance · 2013

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 R. Ahlip trusts overall

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

  1. Lech A. Grzelak
  2. A. V. Haastrecht
  3. Cornelis W. Oosterlee
  4. R. Lord
  5. Bernard Wong
  6. Antoon Pelsser

Who trusts R. Ahlip overall

  1. Justin A. Sirignano

Papers from R. Ahlip's perspective

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

  1. On the martingale property of stochastic exponentials (Journal of Applied Probability)
  2. Extension of stochastic volatility equity models with the Hull–White interest rate process
  3. Foreign Exchange Risk: Models, Instruments and Strategies
  4. Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility
  5. On Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates
  6. Moment explosions in stochastic volatility models (Finance and Stochastics)
  7. The Pricing of Options and Corporate Liabilities
  8. A Simple Option Formula for General Jump-Diffusion and Other Exponential Levy Processes
  9. Martingale Methods in Financial Modelling
  10. Monte Carlo Methods in Financial Engineering

Their papers