Karim Mimouni

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

Whom Karim Mimouni trusts overall

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

  1. David S. Bates
  2. Bjørn Eraker

Who trusts Karim Mimouni overall

  1. Andreas Kaeck

Papers from Karim Mimouni's perspective

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

  1. Post-'87 crash fears in the S&P 500 futures option market
  2. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  3. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  4. The Pricing of Options and Corporate Liabilities
  5. A Theory for the Term Structure of Interest Rates
  6. Expected Option Returns
  7. Generalized autoregressive conditional heteroskedasticity
  8. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
  9. Specification Analysis of Affine Term Structure Models
  10. The Impact of Jumps in Volatility and Returns

Their papers