Michael Schroder
2002
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 8 researchers here, as inferred from the citation graph.
Whom Michael Schroder trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Michael Schroder overall
- Hiroyuki Matsumoto
- Marc Yor
- Neil O'Connell
- Pavel V. Gapeev
- V. Gorovoi
- Daniel Dufresne
- Vadim Linetsky
Papers from Michael Schroder's perspective
Ordered by how strongly the researchers Michael Schroder trusts endorse each paper. Same corpus, a different order for every researcher.
- Laguerre Series for Asian and Other Options
- Exponential Functionals of Brownian Motion and Related Processes
- Spanning and Derivative-Security Valuation
- Eigenvalues of the Laguerre Process as Non-Colliding Squared Bessel Processes
- Exponential functionals of Brownian motion, II: Some related diffusion processes
- Table of Integrals, Series, and Products
- Exponential functionals of Levy processes
- An Analogue of Pitman’s 2M — X Theorem for Exponential Wiener Functionals Part II: The Role of the Generalized Inverse Gaussian Laws (Nagoya mathematical journal)
- On the integral of geometric Brownian motion
- An analogue of Pitman’s 2M – X theorem for exponential Wiener functionals: Part I: A time-inversion approach (Nagoya mathematical journal)
Their papers
- On the integral of geometric Brownian motion (2002) — 94 citations