Guang-Hua Lian

Finance · 2010–2013

A researcher in the Science corpus: 4 papers; trusts 32 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

Whom Guang-Hua Lian trusts overall

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

  1. Alan L. Lewis
  2. Mark Broadie
  3. Jun Pan
  4. Robert J. R. Elliott
  5. Jun Yu
  6. A. Sepp
  7. Song‐Ping Zhu
  8. Paul Glasserman
  9. Ashish Jain
  10. Toshiki Honda

Who trusts Guang-Hua Lian overall

  1. Jan Baldeaux
  2. Alexander Badran
  3. Robert J. R. Elliott
  4. Tianyi Wang

Papers from Guang-Hua Lian's perspective

Ordered by how strongly the researchers Guang-Hua Lian trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. The Pricing of Options and Corporate Liabilities
  3. On the pricing and hedging of volatility derivatives
  4. A Theory for the Term Structure of Interest Rates
  5. Derivatives on Volatility: Some Simple Solutions Based on Observables Working Paper
  6. Monte Carlo Methods in Financial Engineering
  7. An empirical investigation of continuous-time equity return models
  8. A FINITE DIFFERENCE METHOD FOR THE VALUATION OF VARIANCE SWAPS
  9. GARCH and volatility swaps
  10. A Tale of Two Indices

Their papers