Giovanni Barone-Adesi

Finance · with Bermudez · 2002–2008

A researcher in the Science corpus: 4 papers; trusts 12 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom Giovanni Barone-Adesi trusts overall

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

  1. Robert F. Engle
  2. Francis A. Longstaff
  3. Peter A. Forsyth
  4. Torben G. Andersen
  5. Mikhail Chernov
  6. Joshua V. Rosenberg
  7. Steven Heston
  8. Kenneth R. Vetzal
  9. Eduardo S. Schwartz
  10. Eric Ghysels

Who trusts Giovanni Barone-Adesi overall

  1. M. Nieto
  2. Yong Bao
  3. Esther Ruiz
  4. Keith Kuester
  5. Tae-Hwy Lee
  6. Vildan Gülkaç
  7. Peter F. Christoffersen
  8. Robert F. Engle

Papers from Giovanni Barone-Adesi's perspective

Ordered by how strongly the researchers Giovanni Barone-Adesi trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Pricing of Options and Corporate Liabilities
  2. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  3. A Closed-Form GARCH Option Valuation Model
  4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  5. Empirical Pricing Kernels
  6. Stochastic Volatility (Encyclopedia of Complexity and Systems Science)
  7. PDE methods for pricing barrier options
  8. Quadratic Convergence for Valuing American Options Using a Penalty Method (SIAM Journal on Scientific Computing)
  9. A Theory for the Term Structure of Interest Rates
  10. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation

Their papers