Tompkins, R. G. (2003). Unconditional disturbances: a new approach to asset pricing. FAM -Seminar, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116583 ( reposiTUm)

Hubalek, F., Teichmann, J., & Tompkins, R. (2003). Flexible complete models with stochastic volatility: Generalising Hobson & Rogers (1998). Frankfurt MathFinance Workshop 2003, Frankfurt, Deutschland, Austria. http://hdl.handle.net/20.500.12708/91740 ( reposiTUm)

D´Ecclesia, R., & Tompkins, R. (2003). Unconditional return disturbances and dynamic hedging strategies. Risk Measurment and Control 2003, Rom, Italien, Austria. http://hdl.handle.net/20.500.12708/91739 ( reposiTUm)

Tompkins, R. (2003). Discussion of Pricing and hedging vulnerable credit derivatives with copulas. 30th Annual Conference of the European Finance Association, Glasgow, United Kingdom, Austria. http://hdl.handle.net/20.500.12708/91728 ( reposiTUm)

Hodges, S., Tompkins, R., & Ziemba, W. (2003). The Favorite Longshot Bias in S&P 500 Options: The Return to Bets and Cost of Insurance. 30th Annual Conference of the European Finance Association, Glasgow, United Kingdom, Austria. http://hdl.handle.net/20.500.12708/91729 ( reposiTUm)

Tompkins, R. G. (2003). Why Smiles Exist in Foreign Exchange Option Markets: Isolationg Components of the Risk Neutral Process. Euro Working Group on Financial Modelling Meeting, London, UK, Austria. http://hdl.handle.net/20.500.12708/117158 ( reposiTUm)

Tompkins, R. G. (2003). Why Smiles Exist in Foreign Exchange Options Markets: Isolating Components of the Risk Neutral Process. 10th International Conference: Forecasting Financial Markets: Advances for Exchange Rates, Interest Rates and Asset Management, Paris, France, Austria. http://hdl.handle.net/20.500.12708/116277 ( reposiTUm)

Tompkins, R. G. (2003). The Favourite Longshot Bias in S&P 500 Options: The Return to Bets and the Cost of  Insurance. EU-Workshop  on Mathematical Optimization Models for Financial Institutions, Semmering, Austria, Austria. http://hdl.handle.net/20.500.12708/116101 ( reposiTUm)

Tompkins, R. (2002). Options on Bond Futures: Isolating The Risk Premium. 2nd Bachelier World Congress, Crete, Greece, Austria. http://hdl.handle.net/20.500.12708/91521 ( reposiTUm)

Tompkins, R. (2002). The Evaluation of Venture Capital As an Instalment Option: Valuing Real Options Using Real Options. Recent Topics in Real Options Valuation, Krems, Austria. http://hdl.handle.net/20.500.12708/91522 ( reposiTUm)

Tompkins, R. (2002). The Relation between Implied and Realised Probability Density Functions. Finance Seminar, Univeristy of Tilberg, Tilburg, The Netherlands, Austria. http://hdl.handle.net/20.500.12708/91520 ( reposiTUm)

Tompkins, R. (2002). The Relation between Implied and Realised Probability Density Functions. 29th Annual Meeting of the European Finance Association, Berlin, Austria. http://hdl.handle.net/20.500.12708/91523 ( reposiTUm)

Tompkins, R. (2002). On explicit option pricing in OU-type and related Stochastic Volatility models. Computational Finance Conference, Berlin, Deutschland, Austria. http://hdl.handle.net/20.500.12708/91524 ( reposiTUm)

Tompkins, R. (2002). The Relation between Implied and Realised Probability Density Functions. Math-Finance Seminar, University of Frankfurt, Frankfurt, Deutschland, Austria. http://hdl.handle.net/20.500.12708/91518 ( reposiTUm)

Tompkins, R. (2002). Options Markets: The Returns to Betting and the Cost of Insurance. Math-Finance Seminar, University of Frankfurt, Frankfurt, Deutschland, Austria. http://hdl.handle.net/20.500.12708/91519 ( reposiTUm)

Tompkins, R. (2002). The Relation between Implied and Realised Probability Density Functions. Finance Seminar, University of Reading, ISMA Centre, Whiteknights, UK, Austria. http://hdl.handle.net/20.500.12708/91517 ( reposiTUm)

Tompkins, R. (2002). On explicit option pricing in OU-type and related Stochastic Volatility models. 2nd MaPhySto Conference of Levy Processes, Aarhus, Denmark, Austria. http://hdl.handle.net/20.500.12708/91516 ( reposiTUm)

Tompkins, R. G. (2002). On explicit option pricing in OU-type and related Stochastic Volatility models. 2nd MaPhySto Conference on Lévy Processes - Theory and Applications, University of  Aarhus, Denmark, Austria. http://hdl.handle.net/20.500.12708/117115 ( reposiTUm)

Tompkins, R. G. (2002). The Favourite Longshot Bias in S&P 500 Options: The Return to Bets and the Cost of Insurance. EURO Working Group on Financial Modeling, Agia Napa, Cyprus, Austria. http://hdl.handle.net/20.500.12708/116102 ( reposiTUm)

Tompkins, R. G. (2002). On explicit option pricing in OU-type and related Stochastic Volatility models. Computational Finance Conference, Humboldt University, Berlin, Germany, Austria. http://hdl.handle.net/20.500.12708/116103 ( reposiTUm)

Tompkins, R. G. (2002). Options Markets: The Returns to Betting and the Cost of Insurance. Math-Finance Seminar, University of Frankfurt, Germany, Austria. http://hdl.handle.net/20.500.12708/116109 ( reposiTUm)

Tompkins, R. G. (2002). The Relation between Implied and Realised Probability Density Functions. Finance Seminar, ISMA Centre, University of Reading, UK, Austria. http://hdl.handle.net/20.500.12708/116110 ( reposiTUm)

Tompkins, R. G. (2002). The Relation between Implied and Realised Probability Density Functions. Math-Finance Seminar, University of Frankfurt, Germany, Austria. http://hdl.handle.net/20.500.12708/116108 ( reposiTUm)

Tompkins, R. G. (2002). The Relation between Implied and Realised Probability Density Functions. European Finance Assocation Meeting, Humboldt University, Berlin, Germany, Austria. http://hdl.handle.net/20.500.12708/116104 ( reposiTUm)

Tompkins, R. G. (2002). The Relation between Implied and Realised Probability Density Functions. Finance Seminar, University of Tilberg, The Netherlands, Austria. http://hdl.handle.net/20.500.12708/116107 ( reposiTUm)

Tompkins, R. G. (2002). The Evaluation of Venture Capital As an Instalment Option: Valuing Real Options Using Real Options. Recent Topics in Real Options Valuation, Krems, Austria, Austria. http://hdl.handle.net/20.500.12708/116105 ( reposiTUm)

Tompkins, R. G. (2002). Options on Bond Futures: Isolating The Risk Premium. 2nd World Congress of the Bachelier Finance Society, Crete, Greece, Austria. http://hdl.handle.net/20.500.12708/116106 ( reposiTUm)

Tompkins, R. (2001). Implied Volatility Surfaces: Uncovering Regularities for Options on Financial Futures. 2001 Annual Meeting of the Multinational Finance Association Meeting, Lago Garda, Italy, Austria. http://hdl.handle.net/20.500.12708/91510 ( reposiTUm)

Tompkins, R. (2001). Implied Volatility Surfaces: Uncovering Regularities for Options on Financial Futures. 28th Annual Meeting of the European Finance Association, Barcelona, Spain, Austria. http://hdl.handle.net/20.500.12708/91512 ( reposiTUm)

Tompkins, R. (2001). Pricing, No-arbitrage Bounds and Robust Hedging of Installment Options. 10th Annual Meeting of the European Financial Management Association, Lugano, Italy, Austria. http://hdl.handle.net/20.500.12708/91511 ( reposiTUm)

Tompkins, R. (2001). Pricing, No-arbitrage Bounds and Robust Hedging of Installment Options. Mathematical Finance Seminar, University of British Columbia, Vancouver, Canada, Austria. http://hdl.handle.net/20.500.12708/91514 ( reposiTUm)

Tompkins, R. (2001). The Relation between Implied and Realised Probability Density Functions. Symposium on Levy Processes and Stochastic Volatility, Oxford, UK, Austria. http://hdl.handle.net/20.500.12708/91513 ( reposiTUm)

Tompkins, R. (2001). The Relation between Implied and Realised Probability Density Functions. Finance Seminar, Simon Frasier University, Vancouver, Canada, Austria. http://hdl.handle.net/20.500.12708/91515 ( reposiTUm)

Tompkins, R. G. (2001). The sampling properties of a moment matching method. Workshop on Financial Time Series, Levy Processes, Stochastic Volatility and Applications of Shot Noise Processes, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117174 ( reposiTUm)

Tompkins, R. G. (2001). The relation between implied and realised probability density functions. TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117146 ( reposiTUm)

Tompkins, R. G. (2001). Implied Volatility Surfaces: Uncovering Regularities for Options on Financial Futures. Multinational Finance Association Meeting, Lago Garda, Italy, Austria. http://hdl.handle.net/20.500.12708/117122 ( reposiTUm)

Tompkins, R. G. (2001). The Relation between Implied and Realised Probability Density Functions. Finance Seminar, Simon Frasier University, Vancouver, Canada, Austria. http://hdl.handle.net/20.500.12708/117117 ( reposiTUm)

Tompkins, R. G. (2001). Stochastic Volatility and Financial Markets. Series of Lectures, Mini Workshop on Stochastic Volatility, Math-Finance Seminar, University of Frankfurt, Germany, Austria. http://hdl.handle.net/20.500.12708/117116 ( reposiTUm)

Tompkins, R. G. (2001). Pricing, No-arbitrage Bounds and Robust Hedging of Installment Options. Mathematical Finance Seminar, University of British Columbia, Vancouver, Canada, Austria. http://hdl.handle.net/20.500.12708/117118 ( reposiTUm)

Tompkins, R. G. (2001). Pricing, No-arbitrage Bounds and Robust Hedging of Installment Options. European Financial Management Association Meeting, Lugano, Switzerland, Austria. http://hdl.handle.net/20.500.12708/117121 ( reposiTUm)

Tompkins, R. G. (2001). The Relation between Implied and Realised Probability Density Functions. Workshop on Levy processes, stochastic volatility and realised power variation, Nuffield College, Oxford, UK, Austria. http://hdl.handle.net/20.500.12708/117119 ( reposiTUm)

Tompkins, R. G. (2001). Implied Volatiliy Surfaces: Uncovering Regularities for Options on Financial Futures. European Finance Association Meeting, London, UK, Austria. http://hdl.handle.net/20.500.12708/117120 ( reposiTUm)

Tompkins, R. G. (2001). Does the type of jump matter? CAF Membership meeting, Sandbjerg, Denmark, Austria. http://hdl.handle.net/20.500.12708/117114 ( reposiTUm)

Tompkins, R. G. (2000). Implied Volatility Surfaces: Uncovering Regularities for Options on Financial Futures Options: Recent Advances. Mini-Symposium on Volatility and Derivative Securities, University of Aarhus, Denmark, Austria. http://hdl.handle.net/20.500.12708/117188 ( reposiTUm)

Tompkins, R. G. (2000). Bias Correction in Volatility Cones, Options: Recent Advances. Financial Options Research Centre, University of Warwick, UK, Austria. http://hdl.handle.net/20.500.12708/116996 ( reposiTUm)

Tompkins, R. G. (2000). Stock Index Futures: Stochastic Volatility Models and Smiles. 1st World Congress of the Bachelier Finance Society, Institut Henri Pointcaré, Paris, France, Austria. http://hdl.handle.net/20.500.12708/116994 ( reposiTUm)

Tompkins, R. G. (2000). Bond Future Markets: Stochastic Volatility Models and Smiles. European Research Symposium, Chicago Board of Trade, Glasgow, UK, Austria. http://hdl.handle.net/20.500.12708/116997 ( reposiTUm)

Tompkins, R. G. (2000). Volatility Cones & Their Sampling Properties. European Finance Association Meeting, London, UK, Austria. http://hdl.handle.net/20.500.12708/116995 ( reposiTUm)

Tompkins, R. G. (2000). Does it matter where jumps come from? Underlying versus Volatility Processes. Finance Seminar, Imperial College, London, UK, Austria. http://hdl.handle.net/20.500.12708/116998 ( reposiTUm)

Tompkins, R. G. (2000). Stock Index Futures: Stochastic Volatility Models and Smiles. Mini-Symposium on Volatility and Derivative Securities, University of Aarhus, Denmark, Austria. http://hdl.handle.net/20.500.12708/116993 ( reposiTUm)

Tompkins, R. G. (2000). The Three stages in Bond Market Development Embryonic, Emerging and Establishing Markets: A Comparison of Objective Dispersion Processes and the Implications for Option Pricung. Quantitative Methods in Finance & Bernoulli Society 2000 Conference, Sydney, Australia, Austria. http://hdl.handle.net/20.500.12708/117159 ( reposiTUm)

Tompkins, R. G. (2000). The Sampling Properties of Volatility Cones. SFB Seminar: Adaptive Friday, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117085 ( reposiTUm)

Tompkins, R. G. (2000). The Sampling properties of Volatility Cones. TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117086 ( reposiTUm)

Tompkins, R. G. (1999). Regularities in Implied Volatility Surfaces for Options on Financial Futures I. TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116937 ( reposiTUm)

Tompkins, R. G. (1999). Regularities in Implied Volatility Surfaces for Options on Financial Futures II. TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116938 ( reposiTUm)

Tompkins, R. G. (1999). Implied Volatility Surfaces: Why they exist I. TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116920 ( reposiTUm)

Tompkins, R. G. (1999). Implied Volatility Surfaces: Why they exist II. TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116921 ( reposiTUm)

Tompkins, R. G. (1999). Volatility Cones: Understanding Quadratic Variability in Asset Return Variance. TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116931 ( reposiTUm)