Alexei Jiltsov

London Business School

Sussex Place

Regent's Park

London, London NW1 4SA

United Kingdom

Lehman Brothers, New York

745 Seventh Avenue

New York, NY 10285

United States

SCHOLARLY PAPERS

2

DOWNLOADS

495

SSRN CITATIONS
Rank 20,617

SSRN RANKINGS

Top 20,617

in Total Papers Citations

33

CROSSREF CITATIONS

11

Scholarly Papers (2)

1.

Model Uncertainty and Option Markets in Heterogeneous Economies

Number of pages: 60 Posted: 02 Mar 2005
Andrea Buraschi and Alexei Jiltsov
Imperial College Business School and London Business School
Downloads 248 (135,215)
Citation 45

Abstract:

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Options, Heterogeneity, Beliefs, Trading Volume, Open Interest

2.

Term Structures of Interest Rates and Inflation in Economies With Habit Formation

Number of pages: 62 Posted: 16 Apr 2003
Andrea Buraschi and Alexei Jiltsov
Imperial College Business School and London Business School
Downloads 247 (135,754)
Citation 2

Abstract:

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Term structure, bond prices, habit persistence, time non-separable preferences