K. Shrestha

Finance · 2003–2017

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

Subfields

Whom K. Shrestha trusts overall

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

  1. Tomasz R. Bielecki
  2. V. Chavez‐Demoulin
  3. J. D. da Fonseca
  4. Lihui Tian

Who trusts K. Shrestha overall

  1. Roberto Casarin
  2. Monica Billio
  3. Anthony Osuntuyi

Papers from K. Shrestha's perspective

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

  1. The Pricing of Options and Corporate Liabilities
  2. Post-'87 crash fears in the S&P 500 futures option market
  3. Credit Risk: Modeling, Valuation And Hedging
  4. The Impact of Jumps in Volatility and Returns
  5. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  6. Pricing vulnerable European options when the option's payoff can increase the risk of financial distress
  7. The Costs of Bankruptcy: Chapter 7 Liquidation versus Chapter 11 Reorganization
  8. High-frequency financial data modeling using Hawkes processes
  9. Hawkes Process: Fast Calibration, Application to Trade Clustering, and Diffusive Limit (Journal of futures markets)
  10. The costs of bankruptcy: A review

Their papers