Joanna M. Goard
Finance · 2000–2013
A researcher in the Science corpus: 2 papers; trusts 7 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Finance — 9 citations into it; #5,991 of 10,518 by trust here, #9,027 by citations
Whom Joanna M. Goard trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Lars Peter Hansen
- Whitney K. Newey
- Patrick Cheridito
- Robert J. R. Elliott
- Ken West
- Damir Filipovi'c
- Alan L. Lewis
- Tak Kuen Siu
- Leunglung Chan
- Robert L. Kimmel
Who trusts Joanna M. Goard overall
Papers from Joanna M. Goard's perspective
Ordered by how strongly the researchers Joanna M. Goard trusts endorse each paper. Same corpus, a different order for every researcher.
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching
- A FINITE DIFFERENCE METHOD FOR THE VALUATION OF VARIANCE SWAPS
- A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix
- Option Valuation under Stochastic Volatility
- Modeling of Variance and Volatility Swaps for Financial Markets with Stochastic Volatilities
- Market price of risk speci-fications for a ne models: theory and evidence
- The Pricing of Options and Corporate Liabilities
- The Estimation of Relationships with Autocorrelated Residuals by the Use of Instrumental Variables
- Robust Control and Model Uncertainty
Their papers
- STOCHASTIC VOLATILITY MODELS AND THE PRICING OF VIX OPTIONS (2013) — 101 citations
- New solutions to the bond-pricing equation via Lie's classical method (2000) — 48 citations