Suzanne S. Lee

Finance · 2008–2014

A researcher in the Science corpus: 4 papers; trusts 30 researchers and is trusted by 40 researchers here, as inferred from the citation graph.

Subfields

Whom Suzanne S. Lee trusts overall

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

  1. Peter P. Carr
  2. Ole E. Barndorff-Nielsen
  3. Per Aslak Mykland
  4. Jun Pan
  5. Bjørn Eraker
  6. Yacine Aït-Sahalia
  7. Torben G. Andersen
  8. N. Shephard
  9. Lan Zhang
  10. David S. Bates

Who trusts Suzanne S. Lee overall

  1. V. Todorov
  2. Yacine Aït-Sahalia
  3. Kim Christensen
  4. Almut E. D. Veraart
  5. Roel C. A. Oomen
  6. Massimiliano Caporin
  7. Ole E. Barndorff-Nielsen
  8. Roberto Renò
  9. Kris Boudt
  10. Fulvio Corsi

Papers from Suzanne S. Lee's perspective

Ordered by how strongly the researchers Suzanne S. Lee 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. Post-'87 crash fears in the S&P 500 futures option market
  3. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  4. Time-Changed Levy Processes and Option Pricing ⁄
  5. ANOVA for diffusions and Itô processes
  6. Separating Microstructure Noise from Volatility
  7. The Pricing of Options and Corporate Liabilities
  8. A Theory for the Term Structure of Interest Rates
  9. The Impact of Jumps in Volatility and Returns
  10. Generalized autoregressive conditional heteroskedasticity

Their papers