R. Rebonato

2000–2015

A researcher in the Science corpus: 8 papers; trusts 2 researchers and is trusted by 14 researchers here, as inferred from the citation graph.

Whom R. Rebonato trusts overall

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

  1. Paul Glasserman
  2. Steven Kou

Who trusts R. Rebonato overall

  1. Fabio Mercurio
  2. Georg Mainik
  3. Zaiwen Wen
  4. George Papaefthymiou
  5. Reza Alizadeh
  6. Chandra R. Bhat
  7. F. Rapisarda
  8. Eric Schaanning
  9. Til Schuermann
  10. Bin Chen

Papers from R. Rebonato's perspective

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

  1. The Term Structure of Simple Forward Rates with Jump Risk
  2. Valuing American Options by Simulation: A Simple Least-Squares Approach
  3. Empirical Dynamic Asset Pricing
  4. Martingale Methods in Financial Modelling
  5. The Variance Gamma (V.G.) Model for Share Market Returns
  6. Options, Futures, and Other Derivatives
  7. Monte Carlo valuation of American options
  8. Pricing Interest Rate Derivatives: A General Approach
  9. On Default Correlation: A Copula Function Approach
  10. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls

Their papers