Bernard Wong

Finance · with Avanzi · 2004–2013

A researcher in the Science corpus: 4 papers; trusts 9 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 24 citations into it; #8,135 of 10,518 by trust here, #5,728 by citations
• Management Science and Operations Research — 19 citations into it; #6,166 of 11,946 by trust here, #5,316 by citations
• Demography — 17 citations into it
• Economics and Econometrics — 5 citations into it; #20,671 of 23,481 by trust here, #18,597 by citations

Whom Bernard Wong trusts overall

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

1. D. Heath
2. Mikhail Chernov
3. Leif Andersen
4. Martin Schweizer
5. Eckhard Platen
6. Eric Ghysels
7. Chris C. Heyde
8. G. Duffee
9. Vicky Henderson
10. Qiang Dai

Who trusts Bernard Wong overall

1. Chris C. Heyde
2. Yongxia Zhao
3. Jan Kallsen
4. Aleksandar Mijatovic
5. R. Ahlip
6. Patrick Cheridito
7. Alexander Kling

Papers from Bernard Wong's perspective

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

1. Martingales versus PDEs in finance: an equivalence result with examples (Journal of Applied Probability)
2. A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets
3. Specification Analysis of Affine Term Structure Models
4. Term premia and interest rate forecasts in affine models
5. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
6. ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS
7. On the martingale property of stochastic exponentials (Journal of Applied Probability)
8. Volatility skews and extensions of the Libor market model
9. The optimal dividend barrier in the Gamma–Omega model
10. COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS

Their papers

• On the martingale property of stochastic exponentials (2004) — 60 citations
• Optimal Dividends and Capital Injections in the Dual Model with Diffusion (2010) — 74 citations
• On a Periodic Dividend Barrier Strategy in the Dual Model with Continuous Monitoring of Solvency (2013) — 90 citations
• On changes of measure in stochastic volatility models (2006) — 60 citations