Jin E. Zhang

Finance · 2001–2012

A researcher in the Science corpus: 6 papers; trusts 21 researchers and is trusted by 13 researchers here, as inferred from the citation graph.

Subfields

Whom Jin E. Zhang trusts overall

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

  1. Peter P. Carr
  2. Nengjiu Ju
  3. Gurdip Bakshi
  4. Bjørn Eraker
  5. Liuren Wu
  6. Dilip B Madan 5
  7. Jean-Philippe Bouchaud
  8. Patrick J. Dennis
  9. David S. Bates
  10. Jun Pan

Who trusts Jin E. Zhang overall

  1. Erhan Bayraktar
  2. Hao Xing
  3. Andreas Kaeck
  4. J. Kirkby
  5. Xingguo Luo
  6. R. Chou
  7. J. Dewynne
  8. Phelim P. Boyle
  9. Carol Alexander

Papers from Jin E. Zhang's perspective

Ordered by how strongly the researchers Jin E. Zhang 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 Tale of Two Indices
  4. Time-Changed Levy Processes and Option Pricing ⁄
  5. Risk-Neutral Skewness: Evidence from Stock Options
  6. Option Pricing, Interest Rates and Risk Management: Towards a Theory of Volatility Trading
  7. Spanning and Derivative-Security Valuation
  8. Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices
  9. Variance Risk Premiums
  10. A Theory for the Term Structure of Interest Rates

Their papers