Vimal Raval
2010
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Whom Vimal Raval trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Vimal Raval overall
Papers from Vimal Raval's perspective
Ordered by how strongly the researchers Vimal Raval trusts endorse each paper. Same corpus, a different order for every researcher.
- THE RANGE OF TRADED OPTION PRICES
- MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS
- Wanting robustness in macroeconomics
- The Volatility Surface: A Practitioner's Guide
- Optimal investment in incomplete markets when wealth may become negative
- Real options with constant relative risk aversion
- A note on sufficient conditions for no arbitrage
- An example of indifference prices under exponential preferences (Finance and Stochastics)
- Convex measures of risk and trading constraints (Finance and Stochastics)
- Direct Estimation of Equity Market Impact
Their papers
- ARBITRAGE BOUNDS FOR PRICES OF WEIGHTED VARIANCE SWAPS (2010) — 67 citations