Adam Schwartz

Journal of Financial and Quantitative Analysis · 2005

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

Whom Adam Schwartz trusts overall

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

1. Jun Pan

Papers from Adam Schwartz's perspective

Ordered by how strongly the researchers Adam Schwartz 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. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
3. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
4. Corporate Bond Market Transaction Costs and Transparency
5. Liquidity and Market Crashes
6. Term premia and interest rate forecasts in affine models
7. Latent liquidity: A new measure of liquidity, with an application to corporate bonds ☆
8. Spanning and Derivative-Security Valuation
9. Empirical Pricing Kernels
10. Post-'87 crash fears in the S&P 500 futures option market

Their papers

• Pricing European and American Derivatives under a Jump-Diffusion Process: A Bivariate Tree Approach (2005) — 63 citations