Miloš Kopa
Journal of Financial and Quantitative Analysis · 2009
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Miloš Kopa trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Miloš Kopa's perspective
Ordered by how strongly the researchers Miloš Kopa trusts endorse each paper. Same corpus, a different order for every researcher.
- Monte Carlo Methods in Financial Engineering
- Empirical Tests for Stochastic Dominance Efficiency
- The Variance Gamma (V.G.) Model for Share Market Returns
- Valuing American Options by Simulation: A Simple Least-Squares Approach
- A Theory for the Term Structure of Interest Rates
- An Introduction to Probability Theory and Its Applications
- Empirical Dynamic Asset Pricing
- Martingale Methods in Financial Modelling
- Options, Futures, and Other Derivatives
- Monte Carlo valuation of American options
Their papers
- A Portfolio Optimality Test Based on the First-Order Stochastic Dominance Criterion (2009) — 51 citations