Huimin Zhao

Finance · with Chang · 2012

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Huimin Zhao trusts overall

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

  1. Peter P. Carr
  2. Gurdip Bakshi
  3. Jun Pan
  4. Jun Liu

Papers from Huimin Zhao's perspective

Ordered by how strongly the researchers Huimin Zhao 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. Time-Changed Levy Processes and Option Pricing ⁄
  3. Spanning and Derivative-Security Valuation
  4. Option Pricing Under a Double Exponential Jump Diffusion Model (Management Sciences)
  5. Variance Risk Premiums
  6. An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks
  7. Stochastic Volatility for Lévy Processes
  8. Testing for Jumps When Asset Prices are Observed with Noise - A Swap Variance Approach
  9. Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options (Review of Economics and Statistics)
  10. The implied volatility smirk

Their papers