Yi Xiang

Finance · with Zhang · 2008

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 15 citations into it; #10,244 of 10,518 by trust here, #10,047 by citations
• Economics and Econometrics — 6 citations into it

Whom Yi Xiang trusts overall

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

1. Peter P. Carr
2. Bjørn Eraker
3. Gurdip Bakshi
4. Jean-Philippe Bouchaud
5. Patrick J. Dennis
6. Dilip B Madan 5
7. Liuren Wu
8. Marc Potters
9. Stewart Mayhew

Who trusts Yi Xiang overall

1. Jin E. Zhang

Papers from Yi Xiang's perspective

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

1. A Tale of Two Indices
2. Risk-Neutral Skewness: Evidence from Stock Options
3. Time-Changed Levy Processes and Option Pricing ⁄
4. The Pricing of Options and Corporate Liabilities
5. Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices
6. The Variance Gamma Process and Option Pricing
7. The Finite Moment Log Stable Process and Option Pricing
8. Spanning and Derivative-Security Valuation
9. Theory Of Financial Risk And Derivative Pricing
10. Dynamics of implied volatility surfaces

Their papers

• The implied volatility smirk (2008) — 104 citations