Jian-wei Gao

Finance · 2008–2009

A researcher in the Science corpus: 3 papers; trusts 13 researchers and is trusted by 17 researchers here, as inferred from the citation graph.

Subfields

Whom Jian-wei Gao trusts overall

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

  1. Christopher S. Jones
  2. Dmitry Davydov
  3. Mattias Jonsson
  4. Pierre Devolder
  5. Vadim Linetsky
  6. Ronnie Sircar
  7. Griselda Deelstra
  8. David P. Blake
  9. Martino Grasselli
  10. Andrew J. G. Cairns

Who trusts Jian-wei Gao overall

  1. Guohui Guan
  2. Elena Vigna
  3. Pei Wang
  4. Zongxia Liang
  5. Haixiang Yao
  6. Xiang Lin
  7. Mengdi Gu
  8. Zhongfei Li
  9. Zhou Yang
  10. Yipeng Yang

Papers from Jian-wei Gao's perspective

Ordered by how strongly the researchers Jian-wei Gao trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Pricing of Options and Corporate Liabilities
  2. Optimal investment problems and volatility homogenization approximations
  3. Pricing and Hedging Path-Dependent Options Under the CEV Process (Management Sciences)
  4. The dynamics of stochastic volatility: evidence from underlying and options markets
  5. The constant elasticity of variance (CEV) model and the Legendre transform–dual solution for annuity contracts
  6. Optimal investment choices post-retirement in a defined contribution pension scheme
  7. Pensionmetrics 2: stochastic pension plan design during the distribution phase
  8. Optimal design of the guarantee for defined contribution funds
  9. Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase
  10. Volatility skews and extensions of the Libor market model

Their papers