Centre for Research in Engineering Surface Technology — Ireland
Economics, Econometrics and Finance · Social Sciences
3h-index245citations3works0.02yr avg
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Research Topics
Stochastic processes and financial applications(3), Financial Risk and Volatility Modeling(1), Credit Risk and Financial Regulations(1), Insurance, Mortality, Demography, Risk Management(1)
Publications3 total
Cambridge University Press eBooks·2010· 15 cited
Winter Simulation Conference Proceedings, 1995.·2005· 12 cited
Cambridge University Press eBooks·2001· 218 cited
Frequent Co-authors
Elyès Jouini(3), P. Glasserman(2), Yu. M. Kabanov(1), Jérôme Detemple(1), Dilip B. Madan(1), René García(1), Thomas Björk(1), Alan Brace(1), Beniamin Gołdys(1), Marek Rutkowski(1), Tomasz R. Bielecki(1), Paul R. Carr(1), David Heath(1), Martin Schweizer(1), Jakša Cvitanić(1), Ioannis Karatzas(1), Mark Broadie(1), Paul Glasserman(1), M. Broadie(1)