Peng-Weng Chen

2016

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Peng-Weng Chen trusts overall

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

  1. Taye Samuel Faniran
  2. Robert F. Engle
  3. Tomas Björk
  4. Vasiliki D. Skintzi

Who trusts Peng-Weng Chen overall

  1. Xi Zhang
  2. Yunjia Zhang
  3. Senzhang Wang

Papers from Peng-Weng Chen's perspective

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

  1. Arbitrage Theory in Continuous Time
  2. Numerical Solution of Stochastic Differential Equations
  3. Anticipating Correlations: A New Paradigm for Risk Management
  4. Introduction To Stochastic Calculus With Applications
  5. Modeling of stock return correlation
  6. Implied Correlation Index: A New Measure of Diversification
  7. Generalized autoregressive conditional heteroskedasticity
  8. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  10. A Closed-Form GARCH Option Valuation Model

Their papers