W. Suo

Finance · 2002–2007

A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 7 citations into it; #7,719 of 10,518 by trust here, #7,920 by citations
• Economics and Econometrics — 6 citations into it

Whom W. Suo trusts overall

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

1. Rama Cont

Who trusts W. Suo overall

1. St'ephane Cr'epey

Papers from W. Suo's perspective

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

1. The Dynamics of the S&P 500 Implied Volatility Surface
2. Stochastic Models of Implied Volatility Surfaces
3. Dynamics of implied volatility surfaces
4. The Pricing of Options and Corporate Liabilities
5. Stochastic Volatility (Encyclopedia of Complexity and Systems Science)
6. The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions (Journal of Financial and Quantitative Analysis)
7. Options, Futures, and Other Derivatives
8. A Jump-Diffusion Model for Option Pricing (Management Sciences)
9. Estimation of affine asset pricing models using the empirical characteristic function
10. An empirical investigation of continuous-time equity return models

Their papers

• Volatility surfaces: theory, rules of thumb, and empirical evidence (2007) — 84 citations
• A Methodology for Assessing Model Risk and its Application to the Implied Volatility Function Model (2002) — 122 citations