A. Medvedev
Finance · 2007
A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 7 researchers here, as inferred from the citation graph.
Subfields
- Finance — 13 citations into it; #5,176 of 10,518 by trust here, #6,419 by citations
- Economics and Econometrics — 5 citations into it; #11,173 of 23,481 by trust here, #15,581 by citations
Whom A. Medvedev trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Peter P. Carr
- David S. Bates
- Jun Pan
- Alan L. Lewis
- Christopher S. Jones
- Roger Lee
- Liuren Wu
- Jean-Pierre Fouque 3
- Mikhail Chernov
- Bjørn Eraker
Who trusts A. Medvedev overall
- Masaaki Fukasawa
- Giulia Livieri
- Johannes Muhle‐Karbe
- Saad Mouti
- Leif B. G. Andersen
- Jan Baldeaux
- Marcel Nutz
- Andrea Pallavicini
Papers from A. Medvedev's perspective
Ordered by how strongly the researchers A. Medvedev trusts endorse each paper. Same corpus, a different order for every researcher.
- Post-'87 crash fears in the S&P 500 futures option market
- Option Valuation under Stochastic Volatility
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- Implied and local volatilities under stochastic volatility
- Model Specification and Risk Premia: Evidence from Futures Options
- What Type of Process Underlies Options? A Simple Robust Test
- Empirical option pricing: a retrospection
- The dynamics of stochastic volatility: evidence from underlying and options markets
- A Theory for the Term Structure of Interest Rates
- An empirical investigation of continuous-time equity return models