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Patrick S Hagan
Patrick S Hagan
Gorilla Science, XBTO
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Title
Cited by
Cited by
Year
Managing smile risk
PS Hagan, D Kumar, AS Lesniewski, DE Woodward
The Best of Wilmott 1, 249-296, 2002
16192002
Spiral waves in reaction-diffusion equations
PS Hagan
SIAM journal on applied mathematics 42 (4), 762-786, 1982
5031982
Interpolation methods for curve construction
PS Hagan, G West
Applied Mathematical Finance 13 (2), 89-129, 2006
2892006
Columnar growth in thin films
A Mazor, DJ Srolovitz, PS Hagan, BG Bukiet
Physical Review Letters 60 (5), 424, 1988
2131988
Equivalent black volatilities
PS Hagan, DE Woodward
Applied Mathematical Finance 6 (3), 147-157, 1999
1771999
Probability distribution in the SABR model of stochastic volatility
P Hagan, A Lesniewski, D Woodward
Large deviations and asymptotic methods in finance, 1-35, 2015
1562015
Evolutionary walks on rugged landscapes
CA Macken, PS Hagan, AS Perelson
SIAM Journal on Applied Mathematics 51 (3), 799-827, 1991
1141991
Arbitrage‐free SABR
PS Hagan, D Kumar, A Lesniewski, D Woodward
Wilmott 2014 (69), 60-75, 2014
1132014
Convexity conundrums: Pricing CMS swaps, caps, and floors
PS Hagan
The best of Wilmott 1, 305-317, 2005
952005
Target patterns in reaction-diffusion systems
PS Hagan
Advances in applied Mathematics 2 (4), 400-416, 1981
951981
Bistability driven by weakly colored Gaussian noise: The Fokker-Planck boundary layer and mean first-passage times
CR Doering, PS Hagan, CD Levermore
Physical review letters 59 (19), 2129, 1987
921987
Mean exit times for particles driven by weakly colored noise
PS Hagan, CR Doering, CD Levermore
SIAM Journal on Applied Mathematics 49 (5), 1480-1513, 1989
891989
Methods for constructing a yield curve
PS Hagan, G West
Wilmott Magazine, May, 70-81, 2008
802008
LIBOR market model with SABR style stochastic volatility
P Hagan, A Lesniewski
JP Morgan Chase and Ellington Management Group 32, 57, 2008
672008
Diffusion-induced morphogenesis in the development of Dictyostelium
PS Hagan, MS Cohen
Journal of Theoretical Biology 93 (4), 881-908, 1981
471981
Light-off behavior of catalytic converters
CP Please, PS Hagan, DW Schwendeman
SIAM Journal on Applied Mathematics 54 (1), 72-92, 1994
461994
The distribution of exit times for weakly colored noise
PS Hagan, CR Doering, CD Levermore
Journal of statistical physics 54 (5), 1321-1352, 1989
441989
A simple approach to highly sensitive tubular reactors
PS Hagan, M Herskowitz, C Pirkle
SIAM Journal on Applied Mathematics 48 (5), 1083-1101, 1988
431988
Traveling wave and multiple traveling wave solutions of parabolic equations
PS Hagan
SIAM Journal on Mathematical Analysis 13 (5), 717-738, 1982
431982
Nuclear magnetic resonance studies of cation transport across vesicle bilayer membranes
DZ Ting, PS Hagan, SI Chan, JD Doll, CS Springer
Biophysical Journal 34 (2), 189-215, 1981
411981
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