Thomas Kokholm

Finance · 2009–2013

A researcher in the Science corpus: 2 papers; trusts 12 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Thomas Kokholm trusts overall

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

  1. Steven Kou
  2. Rama Cont
  3. Torben G. Andersen
  4. Sam D. Howison
  5. Ole E. Barndorff-Nielsen
  6. Peter P. Carr
  7. Cecilia Mancini
  8. Darrell Duffie

Who trusts Thomas Kokholm overall

  1. Andrew Papanicolaou
  2. Ronnie Sircar

Papers from Thomas Kokholm's perspective

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

  1. Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
  2. An empirical investigation of continuous-time equity return models
  3. A Jump-Diffusion Model for Option Pricing (Management Sciences)
  4. Variance Risk Premiums
  5. Nonparametric tests for pathwise properties of semimartingales
  6. On the pricing and hedging of volatility derivatives
  7. Does a Central Clearing Counterparty Reduce Counterparty Risk
  8. ARBITRAGE‐FREE BILATERAL COUNTERPARTY RISK VALUATION UNDER COLLATERALIZATION AND APPLICATION TO CREDIT DEFAULT SWAPS
  9. Counterparty Credit Risk and the Credit Default Swap Market
  10. Testing the Gaussian copula hypothesis for financial assets dependences

Their papers