Valeriy Zakamulin

Finance · 2003

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Valeriy Zakamulin trusts overall

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

  1. George M. Constantinides
  2. Harold J. Kushner
  3. Michael Monoyios

Papers from Valeriy Zakamulin's perspective

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

  1. Controlled Markov processes and viscosity solutions
  2. The Pricing of Options and Corporate Liabilities
  3. Semiparametric ARCH models
  4. Density Estimation
  5. Option-Implied Risk Aversion Estimates
  6. Beyond Arbitrage: Good‐Deal Asset Price Bounds in Incomplete Markets (Journal of Political Economy)
  7. Gain, Loss, and Asset Pricing (Journal of Political Economy)
  8. Empirical Assessment of an Intertemporal option Pricing Model with Latent variables
  9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  10. Option pricing and replication with transaction costs and dividends

Their papers