Jessica Steiner

Finance · 2010–2012

A researcher in the Science corpus: 2 papers; trusts 20 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 31 citations into it
• Demography — 12 citations into it
• Statistics and Probability — 8 citations into it
• Mathematical Physics — 7 citations into it
• Computational Theory and Mathematics — 6 citations into it
• Economics and Econometrics — 6 citations into it
• Management Science and Operations Research — 5 citations into it

Whom Jessica Steiner trusts overall

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

1. Jianfeng Zhang
2. Christian Bender
3. Jin Ma
4. D. Hunter
5. Adrien Richou
6. Bruno Bouchard
7. Francis A. Longstaff
8. Franccois Delarue
9. Paul Glasserman
10. John N. Tsitsiklis

Who trusts Jessica Steiner overall

1. Christian Bender

Papers from Jessica Steiner's perspective

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

1. A numerical scheme for BSDEs
2. Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options (Management Sciences)
3. Numberical Method for Backward Stochastic Differential Equations
4. A stochastic mesh method for pricing high-dimensional American options
5. Regression methods for pricing complex American-style options (IEEE Trans. Neural Networks)
6. Representations and regularities for solutions to BSDEs with reflections
7. Time discretization and Markovian iteration for coupled FBSDEs
8. Valuing American Options by Simulation: A Simple Least-Squares Approach
9. Second‐order backward stochastic differential equations and fully nonlinear parabolic PDEs
10. Simulation for American Options: Regression Now or Regression Later?

Their papers

• Least-Squares Monte Carlo for Backward SDEs (2012) — 119 citations
• Error Criteria for Numerical Solutions of Backward SDEs (2010) — 55 citations