| | |
- CSB - MetaPress - Google - Bing - Yahoo
 | 2009 | |
|---|---|---|
| 3 |      | Peter F. Christoffersen, Steven Heston, Kris Jacobs: The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well. Management Science 55(12): 1914-1932 (2009) |
| 2008 | ||
| 2 | | Kris Jacobs, Xiaofei Li: Modeling the Dynamics of Credit Spreads with Stochastic Volatility. Management Science 54(6): 1176-1188 (2008) |
| 2004 | ||
| 1 | | Peter F. Christoffersen, Kris Jacobs: Which GARCH Model for Option Valuation? Management Science 50(9): 1204-1221 (2004) |
| 1 | Peter F. Christoffersen | [1] [3] |
| 2 | Steven Heston | [3] |
| 3 | Xiaofei Li | [2] |
Colors in the list of coauthors
Last update Sat Jun 2 20:57:36 2012 CET by the DBLP Team —
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