Rob Tompkins

2001

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 5 researchers here, as inferred from the citation graph.

Whom Rob Tompkins trusts overall

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

  1. David S. Bates

Who trusts Rob Tompkins overall

  1. Daniel Sevcovic
  2. Martin Jandacka
  3. George Skiadopoulos
  4. David S. Bates
  5. JackwerthJens Carsten

Papers from Rob Tompkins's perspective

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

  1. Post-'87 crash fears in the S&P 500 futures option market
  2. A Theory for the Term Structure of Interest Rates
  3. Spanning and Derivative-Security Valuation
  4. VOLATILITY SMILE CONSISTENT OPTION MODELS: A SURVEY
  5. Specification Analysis of Affine Term Structure Models
  6. Nonparametric Risk Management and Implied Risk Aversion
  7. Simulated Score Methods and Indirect Inference for Continuous-time Models
  8. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
  9. Expected Option Returns
  10. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH

Their papers