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

  • London Business School

  • Lehman Brothers, New York

SCHOLARLY PAPERS

2

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495

SSRN CITATIONS
Rank 20,617

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Top 20,617

in Total Papers Citations

33

CROSSREF CITATIONS

11

Scholarly Papers (2)

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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