Daniel Sevcovic

Finance · 2005–2011

A researcher in the Science corpus: 2 papers; trusts 14 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Daniel Sevcovic trusts overall

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

  1. G. Duffee
  2. Lars Peter Hansen
  3. Yacine Aït-Sahalia
  4. Yue Kuen Kwok
  5. Song‐Ping Zhu
  6. Qiang Dai
  7. Michael Johannes
  8. Damiano Brigo
  9. Ljudmila A. Bordag
  10. Martin Jandacka

Papers from Daniel Sevcovic's perspective

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

  1. The Pricing of Options and Corporate Liabilities
  2. Term premia and interest rate forecasts in affine models
  3. A Theory for the Term Structure of Interest Rates
  4. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  5. Specification Analysis of Affine Term Structure Models
  6. Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed‐form Approximation Approach
  7. Market Illiquidity as a Source of Model Risk in Dynamic Hedging
  8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  9. Implied volatility surfaces: uncovering regularities for options on financial futures
  10. High Order Compact Finite Difference Schemes for A Nonlinear Black-Scholes Equation

Their papers