V. Gorovoi

Finance · 2004

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

Whom V. Gorovoi trusts overall

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

  1. Michael Schroder
  2. Daniel Dufresne
  3. John C. Hull
  4. Alexander Lipton
  5. Qiang Dai
  6. Marc Yor

Who trusts V. Gorovoi overall

  1. Jens H. E. Christensen
  2. A. Gairat
  3. Marceau Decamps
  4. Vadim Linetsky
  5. Leo Krippner
  6. Glenn D. Rudebusch
  7. Vadim Shcherbakov
  8. Marc J. Goovaerts
  9. Wim Schoutens
  10. Masaaki Kijima

Papers from V. Gorovoi's perspective

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

  1. Laguerre Series for Asian and Other Options
  2. On the integral of geometric Brownian motion
  3. Specification Analysis of Affine Term Structure Models
  4. Options, Futures, and Other Derivatives
  5. Mathematical methods for foreign exchange
  6. Handbook of Mathematical Functions.
  7. The Pricing of Options and Corporate Liabilities
  8. Exponential Functionals of Brownian Motion and Related Processes
  9. The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions (Journal of Financial and Quantitative Analysis)
  10. Do Credit Spreads Reflect Stationary Leverage Ratios

Their papers