Tianyi Wang

Finance · with Huang · 2017

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Tianyi Wang trusts overall

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

  1. Yueh-Neng Lin
  2. Steven Heston
  3. Yingzi Zhu
  4. Song‐Ping Zhu
  5. Guang-Hua Lian
  6. A. Sepp
  7. P. R. Hansen
  8. Peter F. Christoffersen

Papers from Tianyi Wang's perspective

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

  1. VARIANCE TERM STRUCTURE AND VIX FUTURES PRICING
  2. An Analytical Formula for VIX Futures and its Applications
  3. VIX Option Pricing in a Jump-Diffusion Model
  4. Pricing VIX futures: Evidence from integrated physical and risk‐neutral probability measures
  5. Jump Starting GARCH: Pricing and Hedging Options With Jumps in Returns and Volatilities
  6. The Pricing of Options and Corporate Liabilities
  7. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  8. Monte Carlo Methods in Financial Engineering
  9. Generalized autoregressive conditional heteroskedasticity
  10. The dynamics of stochastic volatility: evidence from underlying and options markets

Their papers