Zui-Cha Deng

Mathematical Physics · 2008

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Mathematical Physics — 7 citations into it; #7,180 of 8,562 by trust here, #7,868 by citations
• Applied Mathematics — 5 citations into it; #6,243 of 7,620 by trust here, #7,035 by citations

Whom Zui-Cha Deng trusts overall

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

1. Jijun Liu

Who trusts Zui-Cha Deng overall

1. Thuy Thi-Thien Le

Papers from Zui-Cha Deng's perspective

Ordered by how strongly the researchers Zui-Cha Deng trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Pricing of Options and Corporate Liabilities
2. Solving an inverse parabolic problem by optimization from final measurement data
3. An Explicit Finite Difference Method and a New von Neumann-Type Stability Analysis for Fractional Diffusion Equations (SIAM Journal on Numerical Analysis)
4. Finite difference/spectral approximations for the time-fractional diffusion equation (Journal of Computational Physics)
5. Boundary value problems for fractional diffusion equations
6. The American Put Option and Its Critical Stock Price
7. The Dynamics of the S&P 500 Implied Volatility Surface
8. An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
9. The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions (Journal of Financial and Quantitative Analysis)
10. Stochastic Models of Implied Volatility Surfaces

Their papers

• An inverse problem of identifying the coefficient of parabolic equation (2008) — 101 citations
• An inverse problem of determining the implied volatility in option pricing (2008) — 65 citations