Hongzhong Zhang
Finance · 2011–2015
A researcher in the Science corpus: 3 papers; trusts 15 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Finance — 24 citations into it; #9,605 of 10,518 by trust here, #9,027 by citations
- Management Science and Operations Research — 19 citations into it
- Economics and Econometrics — 8 citations into it; #21,376 of 23,481 by trust here, #22,128 by citations
- Mathematical Physics — 7 citations into it
- Demography — 5 citations into it; #3,619 of 4,236 by trust here, #3,433 by citations
Whom Hongzhong Zhang trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Peter P. Carr
- Monique Jeanblanc
- Ashkan Nikeghbali
- L. Pospisil
- Marc Yor
- Martijn Pistorius
- Olympia Hadjiliadis
- Andreas E. Kyprianou
- S. Graversen
- Didier Sornette
Who trusts Hongzhong Zhang overall
Papers from Hongzhong Zhang's perspective
Ordered by how strongly the researchers Hongzhong Zhang trusts endorse each paper. Same corpus, a different order for every researcher.
- Introductory Lectures on Fluctuations of Lévy Processes with Applications
- Russian and American put options under exponential phase-type Lévy models
- Lévy processes and infinitely divisible distributions
- A class of remarkable submartingales
- Exit problems for spectrally negative Levy processes and applications to (Canadized) Russian options
- On the optimal dividend problem for a spectrally negative Lévy process
- On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes
- Mathematical Methods for Financial Markets
- On Exit and Ergodicity of the Spectrally One-Sided Lévy Process Reflected at Its Infimum
- The Theory of Scale Functions for Spectrally Negative Lévy Processes
Their papers
- MAXIMUM DRAWDOWN INSURANCE (2011) — 64 citations
- On magnitude, asymptotics and duration of drawdowns for L\'{e}vy models (2015) — 59 citations
- Drawdowns and the Speed of Market Crash (2012) — 51 citations