Alan White
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Canadian academic
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Alan White computer-science Degrees
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Machine Learning
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#449
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Artificial Intelligence
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Computer Science
Why Is Alan White Influential?
(Suggest an Edit or Addition)According to Wikipedia, Alan D. White is a University of Toronto finance professor, a specialist in financial engineering, best known for the Hull-White interest rate model and associated numerical procedures, authored with John Hull.
Alan White 's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- The Pricing of Options on Assets with Stochastic Volatilities (1987) (4315)
- Pricing Interest-Rate-Derivative Securities (1990) (2174)
- The Relationship between Credit Default Swap Spreads, Bond Yields, and Credit Rating Announcements (2004) (1158)
- Valuation of a CDO and an n-th to Default CDS Without Monte Carlo Simulation (2004) (602)
- Societal costs of prescription opioid abuse, dependence, and misuse in the United States. (2011) (599)
- One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities (1993) (489)
- Numerical Procedures for Implementing Term Structure Models I (1994) (392)
- Valuing Derivative Securities Using the Explicit Finite Difference Method (1990) (388)
- The impact of default risk on the prices of options and other derivative securities (1995) (370)
- Efficient Procedures for Valuing European and American Path-Dependent Options (1993) (328)
- Value at Risk When Daily Changes in Market Variables are not Normally Distributed (1998) (300)
- INCORPORATING VOLATILITY UPDATING INTO THE HISTORICAL SIMULATION METHOD FOR VALUE AT RISK (1998) (291)
- Valuing Credit Default Swaps II (2000) (271)
- Numerical Procedures for Implementing Term Structure Models II (1994) (226)
- Long-term Systemic Corticosteroid Exposure: A Systematic Literature Review. (2017) (220)
- Direct costs of opioid abuse in an insured population in the United States. (2020) (212)
- Merton's model, credit risk and volatility skews (2005) (201)
- The Use of the Control Variate Technique in Option Pricing (1988) (193)
- Valuing Credit Derivatives Using an Implied Copula Approach (2006) (172)
- Bond Prices, Default Probabilities and Risk Premiums (2005) (170)
- Analytic models to identify patients at risk for prescription opioid abuse. (2009) (168)
- Using Hull-White Interest Rate Trees (1996) (159)
- Forward Rate Volatilities, Swap Rate Volatilities, and Implementation of the LIBOR Market Model (2000) (157)
- Estimated Costs of Prescription Opioid Analgesic Abuse in the United States in 2001: A Societal Perspective (2006) (150)
- The Valuation of Correlation-Dependent Credit Derivatives Using a Structural Model (2005) (142)
- A model to identify patients at risk for prescription opioid abuse, dependence, and misuse. (2012) (133)
- CVA and Wrong-Way Risk (2012) (119)
- LIBOR vs. OIS: The Derivatives Discounting Dilemma (2013) (113)
- The Valuation of Credit Default Swap Options (2003) (90)
- Hedging the Risks from Writing Foreign Currency Options (1987) (90)
- Direct and Indirect Costs of Pain Therapy for Osteoarthritis in an Insured Population in the United States (2008) (80)
- The General Hull–White Model and Supercalibration (2000) (73)
- Optimal Delta Hedging for Options (2017) (72)
- Valuing Derivatives: Funding Value Adjustments and Fair Value (2014) (65)
- Dynamic Models of Portfolio Credit Risk (2008) (63)
- Prescription opioid abuse: challenges and opportunities for payers. (2013) (55)
- The Risk of Tranches Created from Mortgages (2010) (38)
- Medical cost savings associated with an extended-release opioid with abuse-deterrent technology in the US (2014) (35)
- Economic burden of sarcoidosis in a commercially-insured population in the United States (2017) (33)
- Economic Impact of Opioid Abuse, Dependence, and Misuse (2011) (33)
- Economic Burden of Illness for Employees with Painful Conditions (2005) (33)
- Collateral and Credit Issues in Derivatives Pricing (2014) (33)
- Development of a budget-impact model to quantify potential cost savings from prescription opioids designed to deter abuse or ease of extraction. (2009) (32)
- AN IMPROVED IMPLIED COPULA MODEL AND ITS APPLICATION TO THE VALUATION OF BESPOKE CDO TRANCHES (2010) (24)
- High-Cost Sarcoidosis Patients in the United States: Patient Characteristics and Patterns of Health Care Resource Utilization. (2017) (21)
- Quantitative characterization of the relationship between levels of extended corticosteroid use and related adverse events in a US population (2018) (21)
- Positive subjective measures in abuse liability studies and real-world nonmedical use: Potential impact of abuse-deterrent opioids on rates of nonmedical use and associated healthcare costs. (2015) (21)
- ACCOUNTING FOR EMPLOYEE STOCK OPTIONS: A PRACTICAL APPROACH TO HANDLING THE VALUATION ISSUES (2004) (19)
- The burden of hepatorenal syndrome among commercially insured and Medicare patients in the United States (2017) (17)
- The Risk of Tranches Created from Residential Mortgages (2010) (17)
- NBER WORKING PAPER SERIES PRICE INDEXES FOR MICROSOFT’S PERSONAL COMPUTER SOFTWARE PRODUCTS (2003) (16)
- Societal economic benefits associated with an extended-release opioid with abuse-deterrent technology in the United States. (2014) (15)
- Isomorphism in the structural chemistry of two-coordinate adducts of diphenyl(2-formylphenyl)phosphine and triphenylphosphine with gold(I) halides (2014) (14)
- Modeling the Short Rate: The Real and Risk-Neutral Worlds (2014) (14)
- Outlet Types and the Canadian Consumer Price Index (2000) (14)
- Scanning electron microscopy of coal macerals (1986) (14)
- A generalized procedure for building trees for the short rate and its application to determining market implied volatility functions (2014) (14)
- Healthcare resource utilization and work loss in dermatomyositis and polymyositis patients in a privately-insured US population (2016) (13)
- Toward a National Health Information Infrastructure: a Key Strategy for Improving Quality in Long-Term Care (2003) (12)
- A Note on the Models of Hull and White for Pricing Options on the Term Structure (1995) (12)
- FORWARDS AND EUROPEAN OPTIONS ON CDO TRANCHES (2007) (12)
- Healthcare resource use and cost associated with varying dosages of extended corticosteroid exposure in a US population (2018) (11)
- Structural forms in complexes of 2,9-dimethyl-1,10-phenanthroline with simple salts of copper(I) and other univalent 'closed shell' species (2008) (10)
- Whole farm analysis versus activity gross margin analysis: a sheep farm example (2013) (10)
- OIS Discounting, Interest Rate Derivatives, and the Modeling of Stochastic Interest Rate Spreads (2014) (9)
- Development of a budget-impact model to quantify potential cost savings from prescription opioids designed to deter abuse or ease of extraction (2009) (9)
- The burden of non-infectious intraocular inflammatory eye diseases: a systematic literature review (2018) (7)
- Hull-White on derivatives : a compilation of articles (1996) (7)
- PMH38 SOCIETAL COSTS OF OPIOID ABUSE, DEPENDENCE, AND MISUSE IN THE UNITED STATES (2010) (6)
- MRI quantification in vivo of corticosteroid induced thymus involution in mice: Correlation with ex vivo measurements (2005) (6)
- The Perfect Copula: The Valuation of Correlation-Dependent Derivatives Using the Hazard Rate Path Approach (2005) (5)
- Predictors of High-cost Patients With Noninfectious Inflammatory Eye Diseases. (2019) (4)
- An Overview of Contingent Claims Pricing (2009) (4)
- Cakile maritima Scop. Extracts Inhibit Caco2 and HeLa Human Carcinoma Cell Growth: GC-MS Analysis of an Anti-Proliferative Extract (2019) (4)
- Price Indexes for Microsoft (2007) (3)
- Projecting the cost, utilization, and patient care impact of prescribing extended release non-abuse-deterrent opioids to chronic pain patients. (2017) (3)
- PAR2 COST OF PAIN THERAPY FOR OSTEOARTHRITIS IN A PRIVATELY INSURED POPULATION IN THE UNITED STATES (2007) (3)
- Economic Burden of Non-Infectious Inflammatory Eye Disease (NIIED) in a Commercially-Insured Population in the United States (2020) (3)
- (236) A harm reduction model to quantify potential misuse/abuse reduction and misuse/abuse-related events avoided from extended-release abuse deterrent opioids (2017) (2)
- Economic and financial indexes (1999) (2)
- FIP / 1-2 Rb 1 OUTCOME OF R & D PROGRAM FOR ITER ICRF POWER SOURCE SYSTEM (2018) (2)
- Interest rate trees: extensions and applications (2017) (2)
- Modeling the potential impact of abuse-deterrent opioids on medical resource utilization (2019) (2)
- Structural and Spectroscopic Characterisation of Linearly Coordinated Gold(I) Tribenzylphosphane Complexes (2010) (2)
- How to forget (2004) (2)
- Multi-Curve Modeling Using Trees (2015) (2)
- RATINGS, MORTGAGE SECURITIZATIONS, AND THE APPARENT CREATION OF VALUE (2011) (2)
- PAINWeek Abstract Book 2017 (2017) (2)
- Consequences of Insurance Denials Among U.S. Patients Prescribed Repository Corticotropin Injection for Acute Exacerbations of Multiple Sclerosis (2020) (1)
- Modelling Power; Based on Women’s Low Participation at Senior Levels in Elite Kitchens in the United Kingdom (2016) (1)
- Supporting rural midwifery practice using a mobile health (mHealth) intervention: a qualitative descriptive study. (2019) (1)
- Consequences of insurance denials among U.S. patients prescribed repository corticotropin injection (Acthar Gel) for nephrotic syndrome (2021) (1)
- Of Grammatolatry: Deconstruction as Rigorous Phenomenology? (1995) (1)
- The Valuation of Market-Leveraged Stock Units (2014) (0)
- Assessment of Work Loss Associated With Prescription-Related Opioid Use Disorder: A Retropsective Analysis of Claims Data. (2019) (0)
- PROJECTING THE COST, UTILIZATION, AND PATIENT CARE IMPACT OF PRESCRIBING EXTENDED RELEASE NON- ABUSE-DETERRENT OPIOIDS TO CHRONIC PAIN PATIENTS (2016) (0)
- Quantifying Credit Risk: Why Different Approaches Produce Different Answers (2009) (0)
- PHP4 BURDEN OF ILLNESS FOR EMPLOYEES WITH PAINFUL CONDITIONS (2004) (0)
- Survey evidence to evaluate a marketing claim: Skye Astiana, Plaintiff v. Ben & Jerry’s Homemade, Inc., Defendant: Methods and Applications in Marketing Management, Public Policy, and Litigation Support (2018) (0)
- Does Bankruptcy Save Homes? A Further Look (2018) (0)
- Assessment of Work Loss and Costs Associated with Opioid Abuse: A Retrospective Claims Analysis (2018) (0)
- Chapter 20 – Credit Derivatives (2013) (0)
- Estimating the payer-specific excess medical costs of opioid abuse in the United States (2013) (0)
- Direct Costs of Opioid Abuse in an Insured Population in the United States. (2020) (0)
- Power, Responsibility, and the Ideology of the Consumer (2009) (0)
- PSY8 DIRECT AND INDIRECT COSTS OF PRIVATELY-INSURED PATIENTS TREATED WITH OXYMORPHONE EXTENDED-RELEASE OR OXYCODONE CONTROLLED-RELEASE TABLETS (2011) (0)
- Healthcare Resource Use, Characteristics, and Predictors of High-Cost Patients with Non-Infectious Inflammatory Eye Disease (NIIED) In a Commercially-Insured US Population (2018) (0)
- PMH1 HEALTH CARE AND WORKLOSS COSTS OF OPIOID ABUSE AMONG AN EMPLOYED POPULATION IN THE US (2005) (0)
- Assessment of Work Loss Associated With Prescription-Related Opioid Use Disorder: A Retrospective Analysis of Claims Data. (2020) (0)
- CAMP-BDI: an approach for multiagent systems robustness through capability-aware agents maintaining plans (2017) (0)
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