Kristin Reikvam

Finance · 2003

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 7 citations into it; #7,794 of 10,518 by trust here, #9,725 by citations
• Economics and Econometrics — 6 citations into it; #16,886 of 23,481 by trust here, #22,128 by citations

Whom Kristin Reikvam trusts overall

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

1. Dilip B Madan 5
2. Thomas Goll

Who trusts Kristin Reikvam overall

1. Jan Kallsen

Papers from Kristin Reikvam's perspective

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

1. The Variance Gamma Process and Option Pricing
2. Optimal portfolios for logarithmic utility
3. Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs
4. The Variance Gamma (V.G.) Model for Share Market Returns
5. Exponential Hedging and Entropic Penalties
6. Real Analysis: Modern Techniques and Their Applications
7. Derivatives in Financial Markets with Stochastic Volatility
8. Optimal consumption and portfolio in a jump diffusion market
9. Processes of normal inverse Gaussian type
10. The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures

Their papers

• Merton's portfolio optimization problem in a Black and Scholes market with non‐Gaussian stochastic volatility of Ornstein‐Uhlenbeck type (2003) — 69 citations