Stéphane Goutte

Economics and Econometrics · 2017–2021

A researcher in the Science corpus: 2 papers; trusts 10 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Stéphane Goutte trusts overall

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

  1. Gabriel G. Drimus
  2. Marek Musiela
  3. Jan Baldeaux
  4. Peter F. Christoffersen
  5. Marek Rutkowski
  6. Alexander Badran
  7. V. Todorov
  8. Kris Jacobs
  9. F. Bandi
  10. Rama Cont

Who trusts Stéphane Goutte overall

  1. Jim Gatheral
  2. Paul Jusselin

Papers from Stéphane Goutte's perspective

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

  1. Variance Risk-Premium Dynamics: The Role of Jumps
  2. Martingale Methods in Financial Modelling
  3. A CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY DERIVATIVES
  4. Options on realized variance by transform methods: a non-affine stochastic volatility model
  5. Time-varying leverage effects
  6. Consistent Modelling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model
  7. Volatility Dynamics for the S&P500: Evidence from Realized Volatility, Daily Returns and Option Prices
  8. The Pricing of Options and Corporate Liabilities
  9. Option Valuation under Stochastic Volatility
  10. Pricing Options on Realized Variance in the Heston Model with Jumps in Returns and Volatility

Their papers