Arnaud Jobert - Concepedia

Author

Arnaud Jobert

Also Known As

A. Jobert, Arnaud Jobert, Janet Kong, Jobert, A.

Publications

363

Citations

H-Index

Concepts

All Affiliations

Arnaud Jobert is an author at University of Cambridge specializing in asset pricing, finance, and business.

#	Concept	H-Index	Publications	Citations
1	Business	2	2	262
2	Finance	2	2	262
3	Asset Pricing	2	2	262
4	Engineering	1	1	132
5	Management	1	1	130

Arnaud Jobert

Publications

301

Citations

H-Index

Page 1

	Year	Citations
Option Pricing With Markov-Modulated Dynamics Arnaud Jobert, L. C. G. Rogers SIAM Journal on Control and Optimization Option PricingEngineeringAsset PricingEquity PricesMarkov-modulated Models	2006	132
VALUATIONS AND DYNAMIC CONVEX RISK MEASURES Arnaud Jobert, L. C. G. Rogers Mathematical Finance Risk AnalyticsAsset PricingCorporate Risk ManagementFinancial Risk ManagementFinite Time	2007	130
An Option-Based Approach to Bank Vulnerabilities in Emerging Markets Arnaud Jobert, Janet Kong, Jorge A. Chan‐Lau IMF Working Paper	2004	26
An Option-Based Approach to Bank Vulnerabilities in Emerging Markets Jorge A. Chan‐Lau, Arnaud Jobert, Qingying Janet Kong SSRN Electronic Journal	2004	13

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