Vassilios G. Polimenis

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

Whom Vassilios G. Polimenis trusts overall

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

  1. Sébastien Page
  2. Peter P. Carr
  3. Sanjiv Ranjan Das
  4. Dilip B Madan 5

Papers from Vassilios G. Polimenis's perspective

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

  1. The Fine Structure of Asset Retums : An Empirical Investigation '
  2. The Variance Gamma Process and Option Pricing
  3. Order Flow, Transaction Clock, and Normality of Asset Returns
  4. Time-Changed Levy Processes and Option Pricing ⁄
  5. The Variance Gamma (V.G.) Model for Share Market Returns
  6. Systemic Risk and International Portfolio Choice
  7. Stochastic Volatility for Lévy Processes
  8. Time Changes for Lévy Processes
  9. The Finite Moment Log Stable Process and Option Pricing
  10. Optimal Hedge Fund Allocations: Do Higher Moments Matter?

Their papers