Concepedia

Vasanttilak Naik

VN

6

Publications

1.1K

Citations

6

H-Index

1990

Active since

Affiliations

University of British Columbia(Current)

Vasanttilak Naik is an author at University of British Columbia specializing in asset pricing, business, and finance.

Top concepts

Publications per year

1990–1994

6

Publications

6

General Equilibrium Pricing of Options on the Market Portfolio with Discontinuous Returns

Vasanttilak Naik, Moon Lee · Review of Financial Studies · 1990 · 415 citations

, , +14

Option Valuation and Hedging Strategies with Jumps in the Volatility of Asset Returns

Vasanttilak Naik · The Journal of Finance · 1993 · 241 citations

Optimal Replication of Options with Transactions Costs and Trading Restrictions

Chanaka Edirsinghe, Vasanttilak Naik, Raman Uppal · Journal of Financial and Quantitative Analysis · 1993 · 213 citations

Option Valuation and Hedging Strategies with Jumps in the Volatility of Asset Returns

Vasanttilak Naik · The Journal of Finance · 1993 · 209 citations

, , +6

Leverage Constraints and the Optimal Hedging of Stock and Bond Options

Vasanttilak Naik, Raman Uppal · Journal of Financial and Quantitative Analysis · 1994 · 40 citations

, , +18

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