Leonardo M. Nogueira

Finance · 2007–2008

A researcher in the Science corpus: 2 papers; trusts 13 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 18 citations into it; #7,571 of 10,518 by trust here, #8,309 by citations
• Economics and Econometrics — 7 citations into it

Whom Leonardo M. Nogueira trusts overall

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

1. George Skiadopoulos
2. Alan L. Lewis
3. René L. Schilling
4. Nikolaos Panigirtzoglou
5. David S. Bates
6. Gurdip Bakshi
7. Damiano Brigo
8. Peter P. Carr

Who trusts Leonardo M. Nogueira overall

1. Matthias R. Fengler

Papers from Leonardo M. Nogueira's perspective

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

1. VOLATILITY SMILE CONSISTENT OPTION MODELS: A SURVEY
2. Empirical option pricing: a retrospection
3. Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices
4. Lévy Processes in Finance: Pricing Financial Derivatives
5. Option Valuation under Stochastic Volatility
6. Financial Modelling with Jump Processes
7. A note on sufficient conditions for no arbitrage
8. THE RANGE OF TRADED OPTION PRICES
9. A new approach to modeling the dynamics of implied distributions: Theory and evidence from the S&P 500 options
10. Pricing and hedging long-term options

Their papers

• Stochastic Local Volatility (2008) — 61 citations
• Model-free hedge ratios and scale-invariant models (2007) — 63 citations