Anthony Neuberger

Finance · 2000–2013

A researcher in the Science corpus: 3 papers; trusts 5 researchers and is trusted by 45 researchers here, as inferred from the citation graph.

Subfields

Whom Anthony Neuberger trusts overall

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

  1. Peter P. Carr
  2. Torben G. Andersen
  3. David Hobson *
  4. Tim Bollerslev

Who trusts Anthony Neuberger overall

  1. Turan G. Bali
  2. V. Todorov
  3. Mikhail Chernov
  4. Mathias Beiglbock
  5. Geert Bekaert
  6. Peter P. Carr
  7. Julio Backhoff-Veraguas
  8. H. D. March
  9. Yan Dolinsky
  10. George J. Jiang

Papers from Anthony Neuberger's perspective

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

  1. MODELING AND FORECASTING REALIZED VOLATILITY
  2. Bond Risk Premia
  3. Variance Risk Premiums
  4. THE RANGE OF TRADED OPTION PRICES
  5. The minimum maximum of a continuous martingale with given initial and terminal laws
  6. Probability and Measure.
  7. Stochastic Finance: An Introduction in Discrete Time
  8. Probability and Measure
  9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  10. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation

Their papers