Yipeng Yang

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 7 citations into it; #8,621 of 10,518 by trust here, #6,960 by citations
• Demography — 6 citations into it; #3,065 of 4,236 by trust here, #2,373 by citations
• Economics and Econometrics — 6 citations into it; #18,720 of 23,481 by trust here, #16,755 by citations

Whom Yipeng Yang trusts overall

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

1. Christopher S. Jones
2. Jian-wei Gao
3. Dmitry Davydov
4. David Promislow
5. Martin Widdicks

Who trusts Yipeng Yang overall

1. Yan Zeng
2. Zhongfei Li

Papers from Yipeng Yang's perspective

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

1. Pricing and Hedging Path-Dependent Options Under the CEV Process (Management Sciences)
2. The constant elasticity of variance (CEV) model and the Legendre transform–dual solution for annuity contracts
3. The dynamics of stochastic volatility: evidence from underlying and options markets
4. THE BLACK‐SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS
5. Optimal reinsurance under VaR and CTE risk measures
6. Optimal portfolios for DC pension plans under a CEV model
7. Optimal proportional reinsurance and investment based on Hamilton–Jacobi–Bellman equation
8. Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift
9. Constant Elasticity of Variance Option Pricing Model With Time-Dependent Parameters
10. Optimal Dynamic XL Reinsurance (ASTIN Bulletin: The Journal of the International Actuarial Association)

Their papers

• Constant elasticity of variance model for proportional reinsurance and investment strategies (2010) — 121 citations