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2010

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ALL TIME HITS (for all papers in SSRN eLibrary) TOP 10 Papers for Journal of ERN: Other Econometrics: Mathematical Methods & Programming (Topic)
January 2, 1997 to April 29, 2010

RECENT HITS (for all papers announced in the last 60 days) TOP 10 Papers for Journal of ERN: Other Econometrics: Mathematical Methods & Programming (Topic)
February 28, 2010 to April 29, 2010

Rank Downloads Paper Title 1 1751 Risk-Neutral Probabilities Explained Nicolas Gisiger, Unaffiliated Authors - affiliation not provided to SSRN, Date posted to database: April 27, 2009 Last Revised: June 4, 2009 Functional It Calculus Bruno Dupire, Bloomberg L.P., Date posted to database: July 25, 2009 Last Revised: August 28, 2009 Ito's Calculus and the Derivation of the Black-Scholes OptionPricing Model George Chalamandaris, A. G. (Tassos) Malliaris, Athens University of Economics and Business - Department of Accounting and Finance, Loyola University of Chicago - Department of Economics, Date posted to database: October 18, 2007 Last Revised: February 12, 2009 On the Heston Model with Stochastic Interest Rates Lech A. Grzelak, Kees Oosterlee, Delft Institute of Applied Mathematics, Delft University of

Rank Downloads Paper Title 1 108 The Time Fractals Mukul Pal, Orpheus Capitals, Date posted to database: April 8, 2010 Last Revised: April 13, 2010 38 Equity Correlations Implied by Index Options: Estimation and Model Uncertainty Analysis Rama Cont, Romain Deguest, Columbia University - Center for Financial Engineering, Columbia University - Department of Industrial Engineering and Operations Research (IEOR), Date posted to database: April 19, 2010 Last Revised: April 19, 2010 29 Are Qualitative and Quantitative Useful Terms for Describing Research? Michael Wood, Christine Welch, University of Portsmouth Department of Strategy & Business Systems, University of Portsmouth, Date posted to database: April 5, 2010 Last Revised: April 5, 2010 20 Robust Estimation of Skewness and Kurtosis in Distributions with Infinite Higher Moments Matteo Bonato,
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Technology, Center for Mathematics and Computer Science (CWI), Date posted to database: April 15, 2009 Last Revised: January 21, 2010 5 376 Recent Developments in the Econometrics of Program Evaluation Guido W. Imbens, Jeff Wooldridge, University of California, Berkeley Department of Economics, Michigan State University Department of Economics, Date posted to database: August 18, 2008 Last Revised: August 18, 2008 Calibration of Interest Rate and Option Models Using Differential Evolution Ian Vollrath, Juergen Wendland, FINCAD Corporation, FINCAD Corporation, Date posted to database: March 24, 2009 Last Revised: April 7, 2009 Life Cycle of Tourism - The Product Amit Chakladar, Institute of Management Technology (IMT), Ghaziabad, Date posted to database: December 18, 2008 Last Revised: December 18, 2008 On the Performance of Leveraged and Optimally Leveraged Investment Funds Guido Giese, Unaffiliated Authors - affiliation not provided to SSRN, Date posted to database: November 22, 2009 Last Revised: April 26, 2010 A New Approach to Stock Valuation: Continuous Time Abnormal Earnings Model Yuan Mingzhe, Shandong University - Department of Accounting , Date posted to database: November 16, 2008 Last Revised: April 26, 2009 From Implied to Spot Volatilities Valdo Durrleman, Ecole Polytechnique - Centre de Mathematiques Appliquees - CNRS,

Swiss Finance Institute, Date posted to database: April 6, 2010 Last Revised: April 14, 2010 5 15 An Asymptotic Expansion with Push-Down of Malliavin Weights Akihiko Takahashi, Toshihiro Yamada, University of Tokyo - Graduate School of Economics, Mitsubishi UFJ Investment Technology Institute Co., Ltd, Date posted to database: April 18, 2010 Last Revised: April 19, 2010 15 On Pricing Barrier Options with Discrete Monitoring Kenichiro Shiraya, Akihiko Takahashi, Toshihiro Yamada, Unaffiliated Authors - affiliation not provided to SSRN, University of Tokyo - Graduate School of Economics, Mitsubishi UFJ Investment Technology Institute Co., Ltd, Date posted to database: April 5, 2010 Last Revised: April 5, 2010 14 Fast Pricing and Calculation of Sensitivities of out-of-the-money European Options Under Levy Processes Jiayao Xie, Sergei Levendorskii, University of Leicester - Department of Mathematics, University of Leicester - Department of Mathematics, Date posted to database: April 14, 2010 Last Revised: April 14, 2010 13 Tutorial for Viscosity Solutions in Optimal Control of Diffusions Georgios Aivaliotis, Jan Palczewski, University of Leeds - School of Mathematics, University of Leeds School of Mathematics, Date posted to database: April 5, 2010 Last Revised: April 5, 2010 11 On a Class of Semi-Elliptic Diffusion Models - Part I: A Constructive Analytical Approach for Global Solutions, Densities and Numerical Schemes with Applications to
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Date posted to database: July 21, 2008 Last Revised: December 23, 2008

Schemes with Applications to the LIBOR Market Model Christian P. Fries, Joerg Kampen, Independent, Weierstrass Institute for Applied Analysis and Stochastics, Date posted to database: April 5, 2010 Last Revised: April 5, 2010

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