Ekaterina Voltchkova

Finance · 2005–2009

A researcher in the Science corpus: 4 papers; trusts 15 researchers and is trusted by 13 researchers here, as inferred from the citation graph.

Subfields

• Finance — 25 citations into it; #2,102 of 10,518 by trust here, #4,858 by citations
• Economics and Econometrics — 10 citations into it; #17,138 of 23,481 by trust here, #20,730 by citations
• Demography — 6 citations into it
• Management Science and Operations Research — 5 citations into it

Whom Ekaterina Voltchkova trusts overall

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

1. Rama Cont
2. Peter Tankov
3. Wim Schoutens
4. Iroon Polytechniou
5. Ole E. Barndorff-Nielsen
6. Dilip B Madan 5
7. Jean Jacod
8. Svetlana Boyarchenko
9. Helyette Geman
10. René L. Schilling

Who trusts Ekaterina Voltchkova overall

1. Steven Kou
2. Peter Tankov
3. Ariel Almendral
4. S. Clift
5. M. Jeannin
6. J. Poirot
7. Iris R. Wang
8. Peter A. Forsyth
9. Cornelis W. Oosterlee
10. Martijn Pistorius

Papers from Ekaterina Voltchkova's perspective

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

1. Lévy Processes in Finance: Pricing Financial Derivatives
2. Financial Modelling with Jump Processes
3. The Variance Gamma Process and Option Pricing
4. Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Lévy Processes
5. Influence of cultivation temperature on the ligninolytic activity of selected fungal strains
6. Non-parametric calibration of jump–diffusion option pricing models
7. Explicit form and robustness of martingale representations
8. A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales
9. Asymptotic properties of realized power variations and related functionals of semimartingales
10. Econometric analysis of realized volatility and its use in estimating stochastic volatility models

Their papers

• A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models (2005) — 472 citations
• Hedging with options in models with jumps (2007) — 94 citations
• Asymptotic analysis of hedging errors in models with jumps (2009) — 53 citations
• Jump-diffusion Models: a Practitioner's Guide (2009) — 88 citations