Yicong Huang

Finance · 2017

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

Subfields

Whom Yicong Huang trusts overall

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

  1. David Nualart
  2. Salvador Ortiz

Who trusts Yicong Huang overall

  1. Florian Hildebrandt
  2. Mathias Trabs

Papers from Yicong Huang's perspective

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

  1. Central limit theorems for multiple stochastic integrals and Malliavin calculus
  2. Renormalized self-intersection local time for fractional Brownian motion
  3. Stochastic equations in infinite dimensions
  4. Introduction to stochastic partial differential equations
  5. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  6. Exact Rate of Convergence of Some Approximation Schemes Associated to SDEs Driven by a Fractional Brownian Motion
  7. Normal Approximations with Malliavin Calculus: From Stein's Method to Universality
  8. On quadratic functionals of the Brownian sheet and related processes
  9. Stein’s method on Wiener chaos
  10. Differential equations driven by fractional Brownian motion

Their papers