Martin Groth

Finance · 2007

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 7 citations into it

Whom Martin Groth trusts overall

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

1. Ole E. Barndorff-Nielsen
2. Elisa Nicolato
3. Fred Espen Benth
4. N. Shephard

Papers from Martin Groth's perspective

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

1. Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type
2. THE NORMAL INVERSE GAUSSIAN DISTRIBUTION AND SPOT PRICE MODELLING IN ENERGY MARKETS
3. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
4. Processes of normal inverse Gaussian type
5. On the pricing and hedging of volatility derivatives
6. The Variance Gamma (V.G.) Model for Share Market Returns
7. Generalized autoregressive conditional heteroskedasticity
8. The distribution of realized stock return volatility
9. Modelling by Lévy Processess for Financial Econometrics
10. Econometric analysis of realised volatility and its use in estimating stochastic volatility models

Their papers

• Valuing Volatility and Variance Swaps for a Non‐Gaussian Ornstein–Uhlenbeck Stochastic Volatility Model (2007) — 54 citations