Cyrus A. Ramezani

Finance · 2002–2007

A researcher in the Science corpus: 2 papers; trusts 13 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Cyrus A. Ramezani trusts overall

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

  1. David S. Bates
  2. Alan L. Lewis
  3. A. Sepp
  4. Rama Cont
  5. Yacine Aït-Sahalia
  6. John Y. Campbell
  7. Yann d'Halluin
  8. Steven Kou
  9. Peter Tankov
  10. Christopher T. Lowenkamp

Papers from Cyrus A. Ramezani's perspective

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

  1. An empirical investigation of continuous-time equity return models
  2. A Jump-Diffusion Model for Option Pricing (Management Sciences)
  3. Non-parametric calibration of jump–diffusion option pricing models
  4. Robust numerical methods for contingent claims under jump diffusion processes
  5. Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed‐form Approximation Approach
  6. Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Option Pricing
  7. Time-Changed Levy Processes and Option Pricing ⁄
  8. Firm Size and Cyclical Variations in Stock Returns
  9. A Simple Option Formula for General Jump-Diffusion and Other Exponential Levy Processes
  10. Empirical option pricing: a retrospection

Their papers