Serena Tiong
2000
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 11 researchers here, as inferred from the citation graph.
Whom Serena Tiong trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Serena Tiong overall
- Hangsuck Lee
- Hans U. Gerber
- Pricing Annuity
- Virginia R. Young
- Anna Rita Bacinello
- E. Shiu
- Hailiang Yang
- Guarantees Under
- X. Lin
- Mary R. Hardy
Papers from Serena Tiong's perspective
Ordered by how strongly the researchers Serena Tiong trusts endorse each paper. Same corpus, a different order for every researcher.
- Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives
- A Statistic for Testing the Null Hypothesis of Elliptical Symmetry
- Value at risk using hyperbolic distributions
- Random number generation and Quasi-Monte Carlo methods
- Semi-parametric modelling in finance: theoretical foundations
- Breakdown Points of Affine Equivariant Estimators of Multivariate Location and Covariance Matrices
- An Introduction to Copulas
- Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach
- The Variance Gamma (V.G.) Model for Share Market Returns
- The Variance Gamma Process and Option Pricing
Their papers
- Valuing Equity-Indexed Annuities (2000) — 125 citations