Ashish Jain

Finance · 2008

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Finance — 17 citations into it; #3,104 of 10,518 by trust here, #6,419 by citations

Whom Ashish Jain trusts overall

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

1. Jim Gatheral
2. Peter P. Carr

Who trusts Ashish Jain overall

1. Song‐Ping Zhu
2. Guang-Hua Lian
3. Gabriel G. Drimus
4. Robert J. R. Elliott
5. Jan Kallsen

Papers from Ashish Jain's perspective

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

1. A Tale of Two Indices
2. On the pricing and hedging of volatility derivatives
3. The Volatility Surface: A Practitioner's Guide
4. Pricing and Hedging Volatility Derivatives
5. A FINITE DIFFERENCE METHOD FOR THE VALUATION OF VARIANCE SWAPS
6. A Theory for the Term Structure of Interest Rates
7. Stochastic Skew in Currency Options
8. The Distribution of Realized Exchange Rate Volatility
9. The Long Memory of the Efficient Market
10. Anomalous price impact and the critical nature of liquidity in financial markets

Their papers

• The Effect of Jumps and Discrete Sampling on Volatility and Variance Swaps (2008) — 192 citations
• Pricing and Hedging Volatility Derivatives (2008) — 74 citations