Claudio Tebaldi

Finance · 2007–2008

A researcher in the Science corpus: 3 papers; trusts 14 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

• Finance — 21 citations into it; #3,444 of 10,518 by trust here, #3,946 by citations
• Economics and Econometrics — 7 citations into it; #10,469 of 23,481 by trust here, #16,755 by citations

Whom Claudio Tebaldi trusts overall

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

1. Christian Gouriéroux
2. Damir Filipovi'c
3. R. Sufana
4. G. Duffee
5. Qiang Dai
6. Gurdip Bakshi
7. Peter P. Carr
8. Andrew Ang
9. Rama Cont
10. Kenneth J. Singleton

Who trusts Claudio Tebaldi overall

1. Christian Gouriéroux
2. J. D. da Fonseca
3. Damir Filipovi'c
4. Martino Grasselli
5. Eberhard Mayerhofer
6. S. Clift
7. R. Sufana
8. Ruggero Caldana

Papers from Claudio Tebaldi's perspective

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

1. Specification Analysis of Affine Term Structure Models
2. Whishart Quadratic Term Structure Models
3. SOLVABLE AFFINE TERM STRUCTURE MODELS
4. Term premia and interest rate forecasts in affine models
5. Stochastic Skew in Currency Options
6. Asymmetric Correlations of Equity Portfolios
7. Dynamics of implied volatility surfaces
8. Time-inhomogeneous affine processes
9. Derivative Pricing with Multivariate Stochastic Volatility: Application to Credit Risk
10. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets

Their papers

• SOLVABLE AFFINE TERM STRUCTURE MODELS (2007) — 110 citations
• A multifactor volatility Heston model (2008) — 193 citations
• Option pricing when correlations are stochastic: an analytical framework (2007) — 211 citations