Nicholas Vause

2005

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Nicholas Vause trusts overall

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

  1. Rob Bliss
  2. Nikolaos Panigirtzoglou

Papers from Nicholas Vause's perspective

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

  1. Option-Implied Risk Aversion Estimates
  2. Empirical Pricing Kernels
  3. How Useful Are Implied Distributions? Evidence from Stock Index Options
  4. Do option markets correctly price the probabilities of movement of the underlying asset
  5. The Pricing of Options and Corporate Liabilities
  6. The Dynamics of the S&P 500 Implied Volatility Surface
  7. Empirical option pricing: a retrospection
  8. The Dynamics of Implied Volatilities: A Common Principal Components Approach
  9. VOLATILITY SMILE CONSISTENT OPTION MODELS: A SURVEY
  10. Option Prices, Implied Price Processes, and Stochastic Volatility

Their papers