Fang Fang

Finance · with Oosterlee · 2008–2009

A researcher in the Science corpus: 2 papers; trusts 15 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom Fang Fang trusts overall

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

  1. René L. Schilling
  2. Peter P. Carr
  3. Sebastian Raible
  4. Wim Schoutens
  5. Sam D. Howison
  6. Masatake Mori
  7. Iris R. Wang
  8. Cornelis W. Oosterlee
  9. Masaaki Sugihara
  10. M. Steinberg

Who trusts Fang Fang overall

  1. Eduardo Abi Jaber
  2. Cornelis W. Oosterlee
  3. Lech A. Grzelak
  4. Jan Baldeaux
  5. Alexander Badran
  6. S. van Weeren
  7. Santtu Salmi

Papers from Fang Fang's perspective

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

  1. The Fine Structure of Asset Retums : An Empirical Investigation '
  2. Financial Modelling with Jump Processes
  3. The double-exponential transformation in numerical analysis
  4. A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 1: Barrier Options
  5. The Pricing of Options and Corporate Liabilities
  6. A perfect calibration! now what?
  7. COMPLEX LOGARITHMS IN HESTON‐LIKE MODELS
  8. The Variance Gamma Process and Option Pricing
  9. Pricing early-exercise and discrete barrier options by fourier-cosine series expansions (Numerische Mathematik)
  10. Application of Generalized Hyperbolic Lévy Motions to Finance

Their papers