Osnat Stramer

Finance · 2001–2011

A researcher in the Science corpus: 4 papers; trusts 21 researchers and is trusted by 62 researchers here, as inferred from the citation graph.

Subfields

• Finance — 22 citations into it; #1,021 of 10,518 by trust here, #3,361 by citations
• Statistics and Probability — 18 citations into it; #860 of 12,932 by trust here, #2,153 by citations
• Artificial Intelligence — 13 citations into it
• Economics and Econometrics — 10 citations into it
• Probabilistic & Bayesian Methods — 9 citations into it

Whom Osnat Stramer trusts overall

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

1. Gareth O. Roberts
2. Yacine Aït-Sahalia
3. Bjørn Eraker
4. Garland B. Durham
5. Alexandros Beskos
6. H. Sørensen
7. MARK A. Beaumont
8. Michael W. Brandt
9. Christophe Andrieu
10. Cristian Pasarica

Who trusts Osnat Stramer overall

1. Chenxu Li
2. Marcelo Pereyra
3. Omiros Papaspiliopoulos
4. Peter J. Green
5. Alexandros Beskos
6. Gareth O. Roberts
7. Dougal Maclaurin
8. Mark A. Girolami
9. N. Shephard
10. Arnak S. Dalalyan

Papers from Osnat Stramer's perspective

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

1. MCMC Analysis of Diffusion Models With Application to Finance
2. Markov Chains and Stochastic Stability
3. Numerical Solution of Stochastic Differential Equations
4. Optimal scaling of discrete approximations to Langevin diffusions
5. On inference for partially observed nonlinear diffusion models using the Metropolis–Hastings algorithm
6. The pseudo-marginal approach for efficient Monte Carlo computations
7. A Theory for the Term Structure of Interest Rates
8. Monte Carlo Statistical Methods
9. The Pricing of Options and Corporate Liabilities
10. Closed-Form Likelihood Expansions for Multivariate Diffusions

Their papers

• Langevin Diffusions and Metropolis-Hastings Algorithms (2002) — 377 citations
• On inference for partially observed nonlinear diffusion models using the Metropolis–Hastings algorithm (2001) — 340 citations
• Bayesian inference for irreducible diffusion processes using the pseudo-marginal approach (2011) — 48 citations
• On Simulated Likelihood of Discretely Observed Diffusion Processes and Comparison to Closed-Form Approximation (2007) — 46 citations