Jin Feng

Finance · with Kurtz · 2006–2014

A researcher in the Science corpus: 5 papers; trusts 5 researchers and is trusted by 109 researchers here, as inferred from the citation graph.

Subfields

• Finance — 12 citations into it; #256 of 10,518 by trust here, #565 by citations
• Applied Mathematics — 10 citations into it; #1,770 of 7,620 by trust here, #2,480 by citations
• Computational Theory and Mathematics — 5 citations into it; #205 of 12,182 by trust here, #394 by citations
• Mathematical Physics — 5 citations into it; #2,333 of 8,562 by trust here, #2,904 by citations

Whom Jin Feng trusts overall

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

1. Pierre Henry-Labordère
2. Alan L. Lewis
3. Jim Gatheral
4. Felix Otto
5. Cédric Villani
6. Thomas G. Kurtz
7. Ioannis Kontoyiannis
8. Robert J. McCann
9. Luigi Ambrosio
10. M. Crandall

Who trusts Jin Feng overall

1. Martin Hairer
2. Arnaud Debussche
3. Zdzisław Brzeźniak
4. J. V. Neerven
5. Michael Röckner
6. Jinqiao Duan
7. Wilfrid Gangbo
8. Nathan E. Glatt-Holtz
9. Wei Liu
10. Pao-Liu Chow

Papers from Jin Feng's perspective

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

1. Asymptotics and calibration of local volatility models
2. Derivatives in Financial Markets with Stochastic Volatility
3. THE GEOMETRY OF DISSIPATIVE EVOLUTION EQUATIONS: THE POROUS MEDIUM EQUATION
4. Markov Processes: Characterization and Convergence
5. Macroscopic Fluctuation Theory for Stationary Non-Equilibrium States
6. Option Valuation under Stochastic Volatility
7. Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing
8. Large Deviations for Stochastic Processes
9. Hamilton Jacobi equations on metric spaces and transport-entropy inequalities
10. The Volatility Surface: A Practitioner's Guide

Their papers

• Stochastic equations in infinite dimensions (2006) — 3,216 citations
• SMALL-TIME ASYMPTOTICS FOR FAST MEAN-REVERTING STOCHASTIC VOLATILITY MODELS (2010) — 72 citations
• On a class of first order Hamilton–Jacobi equations in metric spaces (2014) — 87 citations
• Stochastic scalar conservation laws (2008) — 157 citations
• Large Deviations for Stochastic Processes (2006) — 506 citations