Paul Dawson

Kent State University

Kent, OH 44242

United States

SCHOLARLY PAPERS

6

DOWNLOADS

427

CITATIONS
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in Total Papers Citations

53

Scholarly Papers (6)

1.

Options on Normal Underlyings with an Application to the Pricing of Survivor Swaptions

Pensions Institute Discussion Paper PI-0713
Number of pages: 29 Posted: 10 Feb 2009
Kent State University, Nottingham University Business School (NUBS), Heriot-Watt University - Department of Actuarial Science & Statistics and City University London - Cass Business School
Downloads 230 (131,210)
Citation 5

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2.

Completing the Survivor Derivatives Market: A General Pricing Framework

Pensions Institute Discussion Paper No. PI-0712
Number of pages: 34 Posted: 10 Feb 2009
Kent State University, Nottingham University Business School (NUBS), Heriot-Watt University - Department of Actuarial Science & Statistics and City University London - Cass Business School
Downloads 168 (175,427)
Citation 1

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3.

Survivor Swaps

Journal of Risk and Insurance, Vol. 73, No. 1, pp. 1-17, March 2006
Number of pages: 17 Posted: 08 May 2006
Nottingham University Business School (NUBS), City University London - Cass Business School, Heriot-Watt University - Department of Actuarial Science & Statistics and Kent State University
Downloads 26 (481,373)
Citation 52
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Survivor Derivatives: A Consistent Pricing Framework

Journal of Risk and Insurance, Vol. 77, Issue 3, pp. 579-596, September 2010
Number of pages: 18 Posted: 04 Aug 2010
Kent State University, City University London - Sir John Cass Business School, Heriot-Watt University - Department of Actuarial Science & Statistics and City University London - Cass Business School
Downloads 3 (649,546)
Citation 3
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Survivor Derivatives: A Consistent Pricing Framework

Journal of Risk and Insurance, Vol. 77, Issue 3, pp. 579-596, 2010
Number of pages: 18 Posted: 08 Mar 2018
Kent State University, City University London - Sir John Cass Business School, Heriot-Watt University - Department of Actuarial Science & Statistics and City University London - Cass Business School
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Citation 13
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5.

The Impact of Volatility Derivatives on S&P500 Volatility

Journal of Futures Markets, Vol. 29, pp. 1190-1213, 2009
Posted: 27 Nov 2007 Last Revised: 15 Apr 2010
Paul Dawson and Sotiris K. Staikouras
Kent State University and City University - Cass Business School

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Conditional volatility, Volatility derivatives, Information asymmetries, TGARCH modeling, S&P500 spot volatility

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