Zengjing Chen

Finance · 2000–2011

A researcher in the Science corpus: 6 papers; trusts 3 researchers and is trusted by 44 researchers here, as inferred from the citation graph.

Subfields

Whom Zengjing Chen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Shige Peng
  2. Peter P. Wakker
  3. Larry G. Epstein
  4. Massimo Marinacci
  5. Fabio Maccheroni

Who trusts Zengjing Chen overall

  1. Li-Xin Zhang
  2. Shige Peng
  3. Lars Peter Hansen
  4. Larry G. Epstein
  5. Frank Riedel
  6. Raman Uppal
  7. Xue Cheng
  8. Jianjun Miao
  9. Thomas J. Sargent
  10. Lorenzo Garlappi

Papers from Zengjing Chen's perspective

Ordered by how strongly the researchers Zengjing Chen trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Ambiguity, risk, and asset returns in continuous time
  2. Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
  3. G -Expectation, G -Brownian Motion and Related Stochastic Calculus of Itô Type
  4. Law of large numbers and central limit theorem under nonlinear expectations (Probability, Uncertainty and Quantitative Risk)
  5. Testing and Characterizing Properties of Nonadditive Measures through Violations of the Sure-Thing Principle
  6. Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
  7. A strong law of large numbers for capacities
  8. Stochastic Finance: An Introduction in Discrete Time
  9. A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY
  10. Forward-Backward Stochastic Differential Equations and their Applications

Their papers