Jiajie Wang

Finance · with Cox · 2011

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom Jiajie Wang trusts overall

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

  1. David Hobson *

Who trusts Jiajie Wang overall

  1. Yan Dolinsky
  2. Pierre Henry-Labordère
  3. H. M. Soner

Papers from Jiajie Wang's perspective

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

  1. The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices
  2. The Skorokhod embedding problem and its offspring
  3. On the pricing and hedging of volatility derivatives
  4. Diffusions, Markov Processes, and Martingales by L. C. G. Rogers
  5. PRICING OPTIONS ON VARIANCE IN AFFINE STOCHASTIC VOLATILITY MODELS
  6. The minimum maximum of a continuous martingale with given initial and terminal laws
  7. Making Markov martingales meet marginals: with explicit constructions
  8. THE RANGE OF TRADED OPTION PRICES
  9. Optimal investment in incomplete markets when wealth may become negative
  10. Pricing Via Utility Maximization and Entropy

Their papers