Yong Zeng

Finance · with Ramezani · 2005–2007

A researcher in the Science corpus: 2 papers; trusts 13 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Yong Zeng trusts overall

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

  1. David S. Bates
  2. Alan L. Lewis
  3. A. Sepp
  4. Rama Cont
  5. Yacine Aït-Sahalia
  6. Yann d'Halluin
  7. Steven Kou
  8. Peter Tankov
  9. Christopher T. Lowenkamp

Who trusts Yong Zeng overall

  1. Dingcheng Wang

Papers from Yong Zeng's perspective

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

  1. An empirical investigation of continuous-time equity return models
  2. A Jump-Diffusion Model for Option Pricing (Management Sciences)
  3. Non-parametric calibration of jump–diffusion option pricing models
  4. Robust numerical methods for contingent claims under jump diffusion processes
  5. Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed‐form Approximation Approach
  6. Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Option Pricing
  7. Time-Changed Levy Processes and Option Pricing ⁄
  8. On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications (Journal of Applied Probability)
  9. A Simple Option Formula for General Jump-Diffusion and Other Exponential Levy Processes
  10. Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation

Their papers