Concepedia

Thomas Kokholm

TK

Statistics

Publications

8

Citations

360

H-Index

8

Active since

2009

Affiliations

Aarhus University(Current)

University of Oxford

Thomas Kokholm is an author at Aarhus University specializing in financial economics, finance, and business.

ORCID

Publications per year

2009–2021

8

Publications

8

A CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY DERIVATIVES

Rama Cont, Thomas Kokholm · Mathematical Finance · 2011 · 126 citations · Full text

, , +16

Central Clearing of OTC Derivatives: Bilateral vs Multilateral Netting

Rama Cont, Thomas Kokholm · SSRN Electronic Journal · 2012 · 54 citations · Full text

, , +17

A Consistent Pricing Model for Index Options and Volatility Derivatives

Rama Cont, Thomas Kokholm · SSRN Electronic Journal · 2010 · 54 citations · Full text

, , +16

Joint pricing of VIX and SPX options with stochastic volatility and jump models

Thomas Kokholm, Martin Stisen · The Journal of Risk Finance · 2015 · 52 citations

, , +17

Pricing and hedging of derivatives in contagious markets

Thomas Kokholm · Journal of Banking & Finance · 2016 · 28 citations

, , +12

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