Jian Lu

Finance · with Ashuri · 2010–2012

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

Subfields

Whom Jian Lu trusts

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

  1. C. Y. Cheah (in Finance)
  2. Michael J. Garvin (in Finance)

Papers from Jian Lu's perspective

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

  1. Options, Futures, and Other Derivatives
  2. Valuation techniques for infrastructure investment decisions
  3. Real Options Analysis: Where Are the Emperor's Clothes?
  4. Error and optimism bias in toll road traffic forecasts
  5. The Pricing of Options and Corporate Liabilities
  6. Real Options: A Practitioner's Guide
  7. The Dynamics of the S&P 500 Implied Volatility Surface
  8. An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
  9. The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions (Journal of Financial and Quantitative Analysis)
  10. Stochastic Models of Implied Volatility Surfaces

Their papers