Concepedia

Arnaud Jobert

AJ

Statistics

Publications

5

Citations

361

H-Index

5

Active since

2004

Affiliations

University of Cambridge(Current)

International Monetary Fund

Arnaud Jobert is an author at University of Cambridge specializing in business, financial economics, and risk measurement.

Publications per year

2004–2007

5

Publications

5

Option Pricing With Markov-Modulated Dynamics

Arnaud Jobert, L. C. G. Rogers · SIAM Journal on Control and Optimization · 2006 · 133 citations

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VALUATIONS AND DYNAMIC CONVEX RISK MEASURES

Arnaud Jobert, L. C. G. Rogers · Mathematical Finance · 2007 · 131 citations

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An Option-Based Approach to Bank Vulnerabilities in Emerging Markets

Arnaud Jobert, Jorge A. Chan-Lau · SSRN Electronic Journal · 2004 · 58 citations · Full text

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An Option-Based Approach to Bank Vulnerabilities in Emerging Markets

Arnaud Jobert, Janet Kong, Jorge A. Chan‐Lau · IMF Working Paper · 2004 · 26 citations · Full text

, , +15

An Option-Based Approach to Bank Vulnerabilities in Emerging Markets

Jorge A. Chan‐Lau, Arnaud Jobert, Qingying Janet Kong · SSRN Electronic Journal · 2004 · 13 citations · Full text

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