Davood Damircheli

Finance · 2013

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

Subfields

Whom Davood Damircheli trusts overall

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

  1. Robert J. R. Elliott

Papers from Davood Damircheli's perspective

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

  1. Option pricing and Esscher transform under regime switching
  2. Methods of Mathematical Finance
  3. Hidden Markov Models In Finance
  4. Regime switching models
  5. Meshfree Approximation Methods with Matlab (Interdisciplinary Mathematical Sciences)
  6. Pricing Options Under a Generalized Markov-Modulated Jump-Diffusion Model
  7. The Pricing of Options and Corporate Liabilities
  8. Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages
  9. Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching
  10. Poisson Process Partition Calculus with applications to Exchangeable models and Bayesian Nonparametrics

Their papers