Fan Zhang

Finance · with Wu · 2006

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Fan Zhang trusts overall

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

  1. Alan L. Lewis
  2. Leif Andersen
  3. Mark Broadie
  4. Ö. Kaya

Who trusts Fan Zhang overall

  1. Fabio Mercurio

Papers from Fan Zhang's perspective

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

  1. The Pricing of Options and Corporate Liabilities
  2. Option Valuation under Stochastic Volatility
  3. Option Pricing Using Fourier Transforms: A Numerically Efficient Simplification
  4. Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes (Operational Research)
  5. Volatility skews and extensions of the Libor market model
  6. A Theory for the Term Structure of Interest Rates
  7. Monte Carlo Methods in Financial Engineering
  8. Mersenne twister: a 623-dimensionally equidistributed uniform pseudo-random number generator
  9. Algorithm 644: A portable package for Bessel functions of a complex argument and nonnegative order
  10. The Impact of Jumps in Volatility and Returns

Their papers