Gabriel G. Drimus

Finance · 2009

A researcher in the Science corpus: 1 paper; trusts 16 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom Gabriel G. Drimus trusts overall

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

  1. Jim Gatheral
  2. Alan L. Lewis
  3. Christopher S. Jones
  4. A. Sepp
  5. Peter Den Iseger
  6. Peter P. Carr
  7. Mark Broadie
  8. Gurdip Bakshi
  9. Sam D. Howison
  10. Ashish Jain

Who trusts Gabriel G. Drimus overall

  1. Andrew Papanicolaou
  2. Stéphane Goutte
  3. Ronnie Sircar
  4. Amine Ismail
  5. Huyen Pham
  6. Martino Grasselli

Papers from Gabriel G. Drimus's perspective

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

  1. A Theory for the Term Structure of Interest Rates
  2. The Pricing of Options and Corporate Liabilities
  3. Option Valuation under Stochastic Volatility
  4. On the pricing and hedging of volatility derivatives
  5. The dynamics of stochastic volatility: evidence from underlying and options markets
  6. The Volatility Surface: A Practitioner's Guide
  7. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  8. Post-'87 crash fears in the S&P 500 futures option market
  9. A new approach for option pricing under stochastic volatility
  10. Valuation of volatility derivatives as an inverse problem

Their papers