Thomas Kokholm
Author
Alternate names Thomas Kokholm, T. Kokholm
Institution Aarhus University
Past institution Aarhus University
ORCID: Yes
H-index: 9
I10-index: 9
Works count: 29
Citations count: 460
A Consistent Pricing Model For Index Options And Volatility Derivatives
2011 · Rama Cont, Thomas Kokholm · Mathematical Finance
Central clearing of OTC derivatives: Bilateral vs multilateral netting
2014 · Rama Cont, Thomas Kokholm · Statistics & Risk Modeling
Joint pricing of VIX and SPX options with stochastic volatility and jump models
2015 · Thomas Kokholm, Martin Stisen · The Journal of Risk Finance