Elton P. Hsu

Finance · 2002–2012

A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Elton P. Hsu trusts overall

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

  1. Peter P. Carr

Who trusts Elton P. Hsu overall

  1. Xiang-Dong Li
  2. Feng-Yu Wang
  3. Emanuel Milman
  4. Djalil CHAFAÏ
  5. Mu-Fa Chen

Papers from Elton P. Hsu's perspective

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

  1. Stochastic Skew in Currency Options
  2. Asymptotics and calibration of local volatility models
  3. From local volatility to local Lévy models
  4. A Theory for the Term Structure of Interest Rates
  5. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  6. First passage times of a jump diffusion process (Advances in Applied Probability)
  7. The Fine Structure of Asset Retums : An Empirical Investigation '
  8. Information Theory, Inference, and Learning Algorithms
  9. Making Markov martingales meet marginals: with explicit constructions
  10. Lévy Processes in Finance: Pricing Financial Derivatives

Their papers