Zhiqiang Sun

Finance · 2006

A researcher in the Science corpus: 2 papers; trusts 7 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Zhiqiang Sun trusts overall

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

  1. David S. Bates
  2. Jun Pan
  3. Kenneth J. Singleton
  4. Bjørn Eraker
  5. Steven Heston

Who trusts Zhiqiang Sun overall

  1. Alexandru Badescu
  2. R. Kulperger
  3. Young Shin Kim

Papers from Zhiqiang Sun's perspective

Ordered by how strongly the researchers Zhiqiang Sun 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. Estimation of affine asset pricing models using the empirical characteristic function
  4. A Closed-Form GARCH Option Valuation Model
  5. Numerical Solution of Stochastic Differential Equations
  6. The Pricing of Options and Corporate Liabilities
  7. Specification Analysis of Affine Term Structure Models
  8. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
  9. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  10. Term premia and interest rate forecasts in affine models

Their papers