C. He
2007
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom C. He trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- René L. Schilling
- Grace Wahba
- Vladimir Naumovich Vapnik
- Rama Cont
- Leif Andersen
- Yann d'Halluin
- Peter Tankov
- Jun Pan
- David S. Bates
- Mikhail Chernov
Who trusts C. He overall
Papers from C. He's perspective
Ordered by how strongly the researchers C. He trusts endorse each paper. Same corpus, a different order for every researcher.
- Post-'87 crash fears in the S&P 500 futures option market
- Estimation of Dependences Based on Empirical Data
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- Financial Modelling with Jump Processes
- Non-parametric calibration of jump–diffusion option pricing models
- Spline Models for Observational Data
- A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
- Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Option Pricing
- Model Specification and Risk Premia: Evidence from Futures Options
- Robust numerical methods for contingent claims under jump diffusion processes
Their papers
- Calibration and hedging under jump diffusion (2007) — 97 citations