H. Bertholon

Finance · 2009

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 H. Bertholon trusts overall

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

  1. Jun Pan
  2. Geoffrey J. McLachlan
  3. David Peel
  4. Eric Jondeau
  5. Peter P. Carr
  6. Bjørn Eraker
  7. Michael Rockinger
  8. Mikhail Chernov
  9. Dilip B Madan 5
  10. Gurdip Bakshi

Papers from H. Bertholon's perspective

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

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. Finite Mixture Models (Wiley Series in Probability and Statistics)
  3. Post-'87 crash fears in the S&P 500 futures option market
  4. The Pricing of Options and Corporate Liabilities
  5. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  6. Specification Analysis of Affine Term Structure Models
  7. Estimation of affine asset pricing models using the empirical characteristic function
  8. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
  9. Empirical Pricing Kernels
  10. A Theory for the Term Structure of Interest Rates

Their papers