Ying Jiao

Finance · 2009–2011

A researcher in the Science corpus: 3 papers; trusts 5 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

Whom Ying Jiao trusts overall

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

  1. M. Kobylanski
  2. R. Rouge
  3. Nicole El Karoui
  4. Damiano Brigo
  5. Monique Jeanblanc
  6. St'ephane Cr'epey
  7. Tomasz R. Bielecki

Who trusts Ying Jiao overall

  1. Monique Jeanblanc
  2. S. Song
  3. Agostino Capponi
  4. Huyen Pham

Papers from Ying Jiao's perspective

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

  1. On Models of Default Risk
  2. Pricing Via Utility Maximization and Entropy
  3. Credit Risk: Modeling, Valuation And Hedging
  4. Counterparty Risk for Credit Default Swaps: Impact of Spread Volatility and Default Correlation
  5. Bilateral Counterparty Risk Valuation with Stochastic Dynamical Models and Application to Credit Default Swaps
  6. Backward stochastic differential equations and partial differential equations with quadratic growth
  7. Progressive Enlargement of Filtrations with Initial Times
  8. Counterparty Risk on a CDS in a Markov Chain Copula Model with Joint Defaults
  9. The Pricing of Options and Corporate Liabilities
  10. The Mathematics of Arbitrage

Their papers