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OpenAlex concept - C28826006
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OpenAlex
C28826006
Smeal faculty
Dennis P. Sheehan
- score 0.6
Christopher J. Solo
- score 0.5
Joel M. Vanden
- score 0.4
Papers
Exact Superreplication Strategies for a Class of Derivative Assets
(2006)
- cites 10
Phase-Type Approximations for Wear Processes in a Semi-Markov Environment
(2012)
- cites 2
Approximating estimators of the first-order autoregression
(1983)
- cites 2