D. Schrager

Finance · 2004–2009

A researcher in the Science corpus: 3 papers; trusts 14 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 23 citations into it; #6,144 of 10,518 by trust here, #8,598 by citations
• Demography — 6 citations into it; #2,002 of 4,236 by trust here, #3,433 by citations

Whom D. Schrager trusts overall

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

1. Antoon Pelsser
2. John C. Hull
3. Roger Lee
4. Kenneth J. Singleton
5. Gurdip Bakshi
6. Pierre Collin-Dufresne
7. Robert S. Goldstein
8. Len Umantsev
9. Qiang Dai
10. Leif Andersen

Who trusts D. Schrager overall

1. A. V. Haastrecht
2. R. Lord
3. Antoon Pelsser

Papers from D. Schrager's perspective

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

1. Specification Analysis of Affine Term Structure Models
2. Spanning and Derivative-Security Valuation
3. Monte Carlo Methods in Financial Engineering
4. Moment explosions in stochastic volatility models (Finance and Stochastics)
5. Valuation of Guaranteed Annuity Conversion Options
6. Option Pricing by Transform Methods: Extensions, Unification, and Error Control
7. Pricing and hedging long-term options
8. Efficient Methods for Valuing Interest Rate Derivatives
9. Pricing and Hedging Guaranteed Annuity Options via Static Option Replication
10. PRICING COUPON‐BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS

Their papers

• Pricing Rate of Return Guarantees in Regular Premium Unit Linked Insurance (2004) — 63 citations
• Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility (2009) — 82 citations
• PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM STRUCTURE MODELS (2006) — 80 citations