Shalom Benaim

Finance · 2006

A researcher in the Science corpus: 2 papers; trusts 8 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom Shalom Benaim trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Wim Schoutens
  2. Roger Lee
  3. Rama Cont
  4. Jim Gatheral
  5. Peter Tankov
  6. Leif Andersen
  7. Erwin Simons
  8. Ole E. Barndorff-Nielsen
  9. Jurgen Tistaert

Who trusts Shalom Benaim overall

  1. Peter Tankov
  2. Leif B. G. Andersen
  3. Jean-Dominique Deuschel
  4. Aleksandar Mijatovic
  5. Peter K. Friz
  6. Alexander Lipton
  7. Antoine Jacquier
  8. Zhenyu Cui

Papers from Shalom Benaim's perspective

Ordered by how strongly the researchers Shalom Benaim trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Financial Modelling with Jump Processes
  2. THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES
  3. Lévy Processes in Finance: Pricing Financial Derivatives
  4. REGULAR VARIATION AND SMILE ASYMPTOTICS
  5. A perfect calibration! now what?
  6. Moment explosions in stochastic volatility models (Finance and Stochastics)
  7. Dynamics of implied volatility surfaces
  8. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  9. The Fine Structure of Asset Retums : An Empirical Investigation '
  10. Tempering stable processes

Their papers