Jiming Yu

Finance · 2012

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Jiming Yu trusts overall

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

  1. Eckhard Platen

Papers from Jiming Yu's perspective

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

  1. The Pricing of Options and Corporate Liabilities
  2. The Fine Structure of Asset Retums : An Empirical Investigation '
  3. A Jump-Diffusion Model for Option Pricing (Management Sciences)
  4. Brownian Motion and Stochastic Calculus
  5. Stochastic Volatility for Lévy Processes
  6. The Variance Gamma (V.G.) Model for Share Market Returns
  7. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
  8. An Introduction to Probability Theory and Its Applications
  9. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  10. First passage times of a jump diffusion process (Advances in Applied Probability)

Their papers