Cfa Jay Walters

2014

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

Whom Cfa Jay Walters trusts overall

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

  1. Attilio Meucci
  2. Bob Litterman

Papers from Cfa Jay Walters's perspective

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

  1. Risk and asset allocation
  2. The Intuition Behind Black-Litterman Model Portfolios
  3. Portfolio Selection
  4. Financial Modelling with Jump Processes
  5. Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes
  6. Esscher transforms and the minimal entropy martingale measure for exponential Lévy models
  7. Stochastic Volatility for Lévy Processes
  8. Handbook of Mathematical Functions with Formulas, Graphs,
  9. Universal option valuation using quadrature methods
  10. Calibration and hedging under jump diffusion

Their papers