Lin He
with Liang · 2008–2009
A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Whom Lin He trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Lin He overall
Papers from Lin He's perspective
Ordered by how strongly the researchers Lin He trusts endorse each paper. Same corpus, a different order for every researcher.
- Financial Modelling with Jump Processes
- CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
- Lévy Processes in Finance: Pricing Financial Derivatives
- Option Pricing by Transform Methods: Extensions, Unification, and Error Control
- Financial Modelling with Jump Processes
- The Fine Structure of Asset Retums : An Empirical Investigation '
- Estimation of affine asset pricing models using the empirical characteristic function
- A Jump-Diffusion Model for Option Pricing (Management Sciences)
- The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
- Non-parametric calibration of jump–diffusion option pricing models