Moritz Voß

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Moritz Voß trusts overall

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

  1. Wim Schoutens
  2. Peter P. Carr
  3. Jan Kallsen
  4. Sebastian Raible
  5. A. Sepp
  6. Ole E. Barndorff-Nielsen
  7. Mark Broadie

Papers from Moritz Voß's perspective

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

  1. Time-Changed Levy Processes and Option Pricing ⁄
  2. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  3. Robust Replication of Volatility Derivatives
  4. Valuation of volatility derivatives as an inverse problem
  5. Lévy Processes in Finance: Pricing Financial Derivatives
  6. Lévy Processes in Finance: Theory, Numerics, and Empirical Facts
  7. A Didactic Note on Affine Stochastic Volatility Models
  8. Pricing swaps and options on quadratic variation under stochastic time change models—discrete observations case
  9. Pricing Options on Realized Variance in the Heston Model with Jumps in Returns and Volatility
  10. The Effect of Jumps and Discrete Sampling on Volatility and Variance Swaps

Their papers