Philippe Bertrand

Finance · 2001–2011

A researcher in the Science corpus: 3 papers; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Philippe Bertrand trusts overall

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

  1. Steven Kou
  2. Valeri I. Zakamouline
  3. Jean-Luc Prigent

Who trusts Philippe Bertrand overall

  1. Jean-Luc Prigent

Papers from Philippe Bertrand's perspective

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

  1. The Variance Gamma (V.G.) Model for Share Market Returns
  2. Valuing American Options by Simulation: A Simple Least-Squares Approach
  3. Options, Futures, and Other Derivatives
  4. Monte Carlo valuation of American options
  5. Pricing Interest Rate Derivatives: A General Approach
  6. Robust numerical methods for contingent claims under jump diffusion processes
  7. Martingale Methods in Financial Modelling
  8. The Pricing of Options and Corporate Liabilities
  9. First passage times of a jump diffusion process (Advances in Applied Probability)
  10. Calibration of Jump-Diffusion Option Pricing Models: A Robust Non-Parametric Approach

Their papers