Martino Grasselli

Finance · 2000–2017

A researcher in the Science corpus: 11 papers; trusts 38 researchers and is trusted by 22 researchers here, as inferred from the citation graph.

Subfields

Whom Martino Grasselli trusts overall

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

  1. Alan L. Lewis
  2. Peter P. Carr
  3. Christian Gouriéroux
  4. Joanna M. Goard
  5. Gurdip Bakshi
  6. Damir Filipovi'c
  7. Mark Broadie
  8. R. Sufana
  9. Christopher S. Jones
  10. David S. Bates

Who trusts Martino Grasselli overall

  1. Christian Gouriéroux
  2. J. D. da Fonseca
  3. Damir Filipovi'c
  4. Guohui Guan
  5. Eberhard Mayerhofer
  6. R. Sufana
  7. Ruggero Caldana
  8. Haixiang Yao
  9. Jian-wei Gao
  10. Pei Wang

Papers from Martino Grasselli's perspective

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

  1. Post-'87 crash fears in the S&P 500 futures option market
  2. Specification Analysis of Affine Term Structure Models
  3. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  4. A Theory for the Term Structure of Interest Rates
  5. The Impact of Jumps in Volatility and Returns
  6. Spectral GMM Estimation of Continuous-Time Processes
  7. Whishart Quadratic Term Structure Models
  8. Stochastic Skew in Currency Options
  9. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
  10. Time-Changed Levy Processes and Option Pricing ⁄

Their papers