Yisong S. Tian

Finance · with Jiang · 2007

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

Subfields

Whom Yisong S. Tian trusts overall

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

  1. Anthony Neuberger

Who trusts Yisong S. Tian overall

  1. Tim Bollerslev

Papers from Yisong S. Tian's perspective

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

  1. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
  2. Option Prices, Implied Price Processes, and Stochastic Volatility
  3. The Pricing of Options and Corporate Liabilities
  4. Testing the Stability of Implied Probability Density Functions
  5. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  6. Empirical Pricing Kernels
  7. A Theory for the Term Structure of Interest Rates
  8. Bond Risk Premia
  9. The Determinants of Credit Spread Changes
  10. The jump-risk premia implicit in options: evidence from an integrated time-series study $

Their papers