| Central clearing of OTC derivatives: bilateral vs multilateral netting R Cont, T Kokholm Statistics and Risk Modeling 31 (1), 3-22, 2014 | 184 | 2014 |
| A consistent pricing model for index options and volatility derivatives R Cont, T Kokholm Mathematical Finance 23 (2), 248-274, 2013 | 155 | 2013 |
| Joint pricing of VIX and SPX options with stochastic volatility and jump models T Kokholm, M Stisen The Journal of Risk Finance 16 (1), 27-48, 2015 | 51 | 2015 |
| Pricing and hedging of derivatives in contagious markets T Kokholm Journal of Banking & Finance 66, 19-34, 2016 | 34 | 2016 |
| Shock waves and golden shores: the asymmetric interaction between gold prices and the stock market A Buccioli, T Kokholm The European Journal of Finance 28 (7), 743-760, 2022 | 15 | 2022 |
| Sato processes in default modelling T Kokholm, E Nicolato Applied Mathematical Finance 17 (5), 377-397, 2010 | 15 | 2010 |
| Constant proportion portfolio insurance strategies in contagious markets A Buccioli, T Kokholm Quantitative Finance 18 (2), 311-331, 2018 | 11 | 2018 |
| The lead–lag relation between VIX futures and SPX futures C Bangsgaard, T Kokholm Journal of Financial Markets 67, 100851, 2024 | 10 | 2024 |
| Expected Shortfall and Portfolio Management in Contagious Markets A Buccioli, T Kokholm, M Nicolosi Journal of Banking & Finance 102, 100-115, 2019 | 7 | 2019 |
| Pricing of traffic light options and other hybrid products T Kokholm International Journal of Theoretical and Applied Finance 12 (05), 687-707, 2009 | 7 | 2009 |
| An asset protection scheme for banks exposed to troubled loan portfolios A Grosen, P Jessen, T Kokholm Journal of Economics and Finance 38, 568-588, 2014 | 4 | 2014 |
