Toby Daglish

Finance · 2007

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Toby Daglish trusts overall

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

  1. Rama Cont
  2. George Skiadopoulos
  3. John C. Hull
  4. J. D. da Fonseca
  5. Torben G. Andersen

Who trusts Toby Daglish overall

  1. Robert F. Engle

Papers from Toby Daglish's perspective

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

  1. The Dynamics of the S&P 500 Implied Volatility Surface
  2. Stochastic Models of Implied Volatility Surfaces
  3. Dynamics of implied volatility surfaces
  4. The Pricing of Options and Corporate Liabilities
  5. Stochastic Volatility (Encyclopedia of Complexity and Systems Science)
  6. Options, Futures, and Other Derivatives
  7. Estimation of affine asset pricing models using the empirical characteristic function
  8. A Jump-Diffusion Model for Option Pricing (Management Sciences)
  9. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  10. Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation

Their papers