Paul Dawson

Kent State University

Kent, OH 44242

United States

SCHOLARLY PAPERS

6

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431

SSRN CITATIONS
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Top 11,740

in Total Papers Citations

16

CROSSREF CITATIONS

67

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 232 (137,087)
Citation 3

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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 170 (182,723)
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 (506,455)
Citation 3
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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 (683,929)
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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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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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