N. Beliaeva

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 9 citations into it

Whom N. Beliaeva trusts overall

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

1. David S. Bates

Papers from N. Beliaeva's perspective

Ordered by how strongly the researchers N. Beliaeva 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. The jump-risk premia implicit in options: evidence from an integrated time-series study $
3. Specification Analysis of Affine Term Structure Models
4. Spanning and Derivative-Security Valuation
5. A Theory for the Term Structure of Interest Rates
6. Nonparametric Risk Management and Implied Risk Aversion
7. The Pricing of Options and Corporate Liabilities
8. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
9. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
10. Expected Option Returns

Their papers

• A Simple Approach to Pricing American Options Under the Heston Stochastic Volatility Model (2010) — 47 citations