Ali Hirsa

2003

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 8 researchers here, as inferred from the citation graph.

Whom Ali Hirsa trusts overall

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

  1. Arnold Neumaier
  2. Dilip B Madan 5
  3. Peter P. Carr
  4. Helyette Geman
  5. Ole E. Barndorff-Nielsen
  6. Eric C. Chang

Who trusts Ali Hirsa overall

  1. Michael C. Fu
  2. Jessica Cariboni
  3. Ariel Almendral
  4. Iris R. Wang
  5. Wim Schoutens
  6. Cornelis W. Oosterlee
  7. Justin W. L. Wan
  8. Peter A. Forsyth

Papers from Ali Hirsa's perspective

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

  1. Introduction to Numerical Analysis
  2. The Variance Gamma Process and Option Pricing
  3. Non-Gaussian OU based models and some of their uses in financial economics
  4. Pricing Financial Instruments: The Finite Difference Method
  5. Analytical Valuation of American Options on Jump‐Diffusion Processes
  6. Time Changes for Lévy Processes
  7. Stochastic Volatility for Lévy Processes
  8. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  9. Lévy Processes in Finance: Pricing Financial Derivatives
  10. First passage times of a jump diffusion process (Advances in Applied Probability)

Their papers