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Arnaud Jobert · Study

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Arnaud Jobert

4 works· latest 2007· 3 institutionscluster: provisional

h-index4

i104

Citations335

Works here4

04

06

07

Most cited in this library

Option Pricing With Markov-Modulated Dynamics2006 · 132 citations
VALUATIONS AND DYNAMIC CONVEX RISK MEASURES2007 · 122 citations
An Option-Based Approach to Bank Vulnerabilities in Emerging Markets2007 · 56 citations
An Option-Based Approach to Bank Vulnerabilities in Emerging Markets2004 · 25 citations

Works

4 shown

VALUATIONS AND DYNAMIC CONVEX RISK MEASURES

Mathematical Finance·2007·2 authors

122citations

An Option-Based Approach to Bank Vulnerabilities in Emerging Markets

SSRN Electronic Journal·2007·2 authors·preprint·Open access

56citations

Option Pricing With Markov-Modulated Dynamics

SIAM Journal on Control and Optimization·2006·2 authors

132citations

An Option-Based Approach to Bank Vulnerabilities in Emerging Markets

IMF Working Paper·2004·3 authors·Open access

25citations