D. Buffum

2003

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom D. Buffum trusts overall

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

  1. Leif Andersen
  2. Peter A. Forsyth

Papers from D. Buffum's perspective

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

  1. Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Option Pricing
  2. Valuation of Convertible Bonds With Credit Risk
  3. Death Spiral Convertibles
  4. Calibration and Implementation of Convertible Bond Models
  5. Quadratic Convergence for Valuing American Options Using a Penalty Method (SIAM Journal on Scientific Computing)
  6. A Simple Exponential Model for Dependent Defaults
  7. Dependent defaults in models of portfolio credit risk
  8. On Default Correlation: A Copula Function Approach
  9. Default Parameter Estimation Using Market Prices
  10. Understanding the Recovery Rates on Defaulted Securities

Their papers