Guanying Wang
with Wang · 2014
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Guanying Wang trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Guanying Wang overall
Papers from Guanying Wang's perspective
Ordered by how strongly the researchers Guanying Wang trusts endorse each paper. Same corpus, a different order for every researcher.
- Option Pricing Under a Double Exponential Jump Diffusion Model (Management Sciences)
- The Pricing of Options and Corporate Liabilities
- An empirical investigation of continuous-time equity return models
- Pricing vulnerable European options when the option's payoff can increase the risk of financial distress
- A Comparative Study of Structural Models of Corporate Bond Yields: An Exploratory Investigation
- Evaluating first-passage probabilities for spectrally one-sided Lévy processes (Journal of Applied Probability)
- Russian and American put options under exponential phase-type Lévy models
- First passage times of a jump diffusion process (Advances in Applied Probability)
- A Theory for the Term Structure of Interest Rates
- THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS
Their papers
- Pricing Vulnerable Options with Correlated Credit Risk Under Jump‐Diffusion Processes (2014) — 90 citations