Justin W. L. Wan

Finance · 2007

A researcher in the Science corpus: 1 paper; trusts 15 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom Justin W. L. Wan trusts overall

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

  1. Peter P. Carr
  2. Peter A. Forsyth
  3. Ariel Almendral
  4. Dilip B Madan 5
  5. Rama Cont
  6. Ali Hirsa
  7. Matteo Frigo
  8. Yann d'Halluin
  9. Ana-Maria Matache
  10. Cornelis W. Oosterlee

Who trusts Justin W. L. Wan overall

  1. Fang Fang
  2. Leif B. G. Andersen
  3. Aleksandar Mijatovic
  4. Cornelis W. Oosterlee

Papers from Justin W. L. Wan's perspective

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

  1. The Variance Gamma Process and Option Pricing
  2. Lévy Processes in Finance: Pricing Financial Derivatives
  3. Application of Generalized Hyperbolic Lévy Motions to Finance
  4. Option Pricing by Transform Methods: Extensions, Unification, and Error Control
  5. The Fine Structure of Asset Retums : An Empirical Investigation '
  6. Financial Modelling with Jump Processes
  7. The Variance Gamma (V.G.) Model for Share Market Returns
  8. A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models (SIAM Journal on Numerical Analysis)
  9. Robust numerical methods for contingent claims under jump diffusion processes
  10. Stochastic Volatility for Lévy Processes

Their papers