Immediate Impact
46 standout
Citing Papers
Agent-Based Modeling in Economics and Finance: Past, Present, and Future
2025 Standout
A review and assessment of importance sampling methods for reliability analysis
2022 Standout
Works of Karsten Prause being referenced
The Generalized Hyperbolic Model: Estimation, Financial Derivatives, and Risk Measures
1999
New Insights into Smile, Mispricing, and Value at Risk: The Hyperbolic Model
1998
Author Peers
| Author | Last Decade | Papers | Cites | ||||
|---|---|---|---|---|---|---|---|
| Karsten Prause | 253 | 484 | 83 | 5 | 547 | ||
| Garland Durham | 131 | 373 | 69 | 17 | 542 | ||
| Masaaki Fukasawa | 231 | 452 | 46 | 37 | 496 | ||
| A.C.F. Vorst | 148 | 371 | 1 | 64 | 19 | 488 | |
| Thorsten Rheinländer | 269 | 495 | 1 | 178 | 26 | 604 | |
| Jacques F. Carriére | 161 | 338 | 103 | 23 | 535 | ||
| Robert Stelzer | 182 | 415 | 82 | 32 | 511 | ||
| Steven E. Posner | 167 | 325 | 79 | 12 | 506 | ||
| Edward F. Wolff | 85 | 218 | 5 | 92 | 14 | 508 | |
| Bojan Basrak | 150 | 433 | 124 | 20 | 556 | ||
| Jan Večeř | 230 | 526 | 105 | 31 | 642 |
All Works
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