← All authors Matheus R. Grasselli McMaster University (from arXiv:1803.01527, 2018) · ORCID · OpenAlex
33 papers in scope · 32 published · 2 on the econ.EM arXiv · 525 citations · h-index 14 (over the papers listed here)
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Aditya Maheshwari Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 33)
A TALE OF TWO REGIONS: A NORTH AND SOUTH MACROECONOMIC-ECOLOGICAL MODEL
published 2026 · International Journal of Theoretical and Applied Finance
with Ben Badenhorst, Kiash Baldeo, Kgaugelo Bopape, Emma Kroell, Daniel M. Presta
PREFACE
published 2026 · International Journal of Theoretical and Applied Finance
Synchronizing pretrained kernel regressors with applications to American option pricing
published 2026 · Frontiers of Mathematical Finance
with Xuwei Yang, Anastasis Kratsios, Florian Krach, Aurélien Lucchi
NETTING AND NOVATION IN REPO NETWORKS
published 2024 · International Journal of Theoretical and Applied Finance · 1 citations
with Hassan Chehaitli, T. R. Hurd, Weijie Pang
BRIEF SYNOPSIS OF THE SCIENTIFIC CAREER OF T. R. HURD
published 2024 · International Journal of Theoretical and Applied Finance
with Lane P. Hughston
PREFACE: SPECIAL ISSUE IN HONOUR OF THE MEMORY OF THOMAS ROBERT HURD (1956–2022)
published 2024 · International Journal of Theoretical and Applied Finance
with Tomasz R. Bielecki, Lane P. Hughston
EDITORIAL
published 2023 · International Journal of Theoretical and Applied Finance
Editorial: A Systemic Recovery
published 2022 · Journal of risk and financial management · 1 citations
with Alan Kirman, William Hynes
The Interplay between COVID-19 and the Economy in Canada
published 2022 · Journal of risk and financial management · 6 citations
with Vinicius Albani, Weijie Pang, Jorge P. Zubelli
Las estimaciones erróneas de los daños del cambio climático
published 2021 · Revista de Economía Institucional
with Steve Keen, Timothy M. Lenton, Antoine Godin, Devrim Yılmaz, Timothy J. Garrett
Monetary Policy Responses to Covid-19: A Comparison with the 2008 Crisis and Implications for the Future of Central Banking
published 2021 · Review of Political Economy · 22 citations
Short Communication: Sensitivity Analysis of an Integrated Climate-Economic Model
published 2021 · SIAM Journal on Financial Mathematics · 4 citations
with Benjamin M. Bolker, Emma Holmes
Past world economic production constrains current energy demands: Persistent scaling with implications for economic growth and climate change mitigation
published 2020 · PLoS ONE · 36 citations
with Timothy J. Garrett, Stephen P. Keen
On the normality of negative interest rates
published 2019 · Review of Keynesian Economics · 19 citations · first circulated 2018
with Alexander Lipton
Household debt: The missing link between inequality and secular stagnation
published 2019 · 21 citations
with Gaël Giraud
THE BROAD CONSEQUENCES OF NARROW BANKING
published 2019 · International Journal of Theoretical and Applied Finance · 1 citations · first circulated 2018
with Alexander Lipton
published 2018 · Metroeconomica · 50 citations
working paper 2018 · arXiv
Inventory growth cycles with debt-financed investment
published 2018 · Structural Change and Economic Dynamics · 24 citations · first circulated 2016
with Adrien Nguyen-Huu, Adrien Nguyen Huu
A stock-flow consistent macroeconomic model with heterogeneous agents: the master equation approach
published 2018 · The Journal of Network Theory in Finance · 2 citations
with Patrick Li
A mean-field approximation to stock-flow consistent agent-based models with state-dependent transition rates
published 2017 · Journal of Coupled Systems and Multiscale Dynamics
with Patrick X. Li
Inflation and Speculation in a Dynamic Macroeconomic Model
published 2015 · Journal of risk and financial management · 20 citations · first circulated 2014
with Adrien Nguyen Huu
Destabilizing a stable crisis: Employment persistence and government intervention in macroeconomics
published 2014 · Structural Change and Economic Dynamics · 27 citations
with B. Costa Lima, Xiangsheng Wang, J. Wu
PRIORITY OPTION: THE VALUE OF BEING A LEADER
published 2013 · International Journal of Theoretical and Applied Finance · 8 citations · first circulated 2012
with Vincent Leclère, Michael Ludkovski
An analysis of the Keen model for credit expansion, asset price bubbles and financial fragility
published 2012 · Mathematics and Financial Economics · 75 citations
with B. Costa Lima
Stock Loans in Incomplete Markets
published 2012 · Applied Mathematical Finance · 13 citations · first circulated 2010
with C.E Coral Gomez, Cesar G. Velez
PREFACE – Special Issue on Financial Derivatives and Risk Management
published 2012 · International Journal of Theoretical and Applied Finance
with Lane P. Hughston
Getting Real with Real Options: A Utility–Based Approach for Finite–Time Investment in Incomplete Markets
published 2011 · Journal of Business Finance & Accounting · 29 citations
The Fields Institute: thematic program on Quantitative Finance: foundations and applications – January to June, 2010
published 2010 · Quantitative Finance · 1 citations
with T. R. Hurd
INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES
published 2010 · Mathematical Finance · 43 citations · first circulated 2009
with Sara Biagini, Marco Frittelli
Risk aversion and block exercise of executive stock options
published 2008 · Journal of Economic Dynamics and Control · 66 citations
with Vicky Henderson
Indifference Pricing and Hedging for Volatility Derivatives
published 2007 · Applied Mathematical Finance · 32 citations
with T. R. Hurd
Wiener chaos and the Cox–Ingersoll–Ross model
published 2004 · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences · 24 citations · first circulated 2003
with T. R. Hurd
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