Cindy Yu

Finance · 2008–2011

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom Cindy Yu trusts overall

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

  1. Peter P. Carr
  2. Bjørn Eraker
  3. Dilip B Madan 5
  4. Yacine Aït-Sahalia
  5. Walter R. Gilks
  6. Jun Pan
  7. Ole E. Barndorff-Nielsen
  8. Liuren Wu
  9. Rama Cont
  10. N. G. Best

Who trusts Cindy Yu overall

  1. Andreas Kaeck
  2. C. Ornthanalai

Papers from Cindy Yu's perspective

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

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. The Fine Structure of Asset Retums : An Empirical Investigation '
  3. The Pricing of Options and Corporate Liabilities
  4. Time-Changed Levy Processes and Option Pricing ⁄
  5. Adaptive Rejection Metropolis Sampling Within Gibbs Sampling
  6. Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices
  7. Likelihood INference for Discretely Observed Non-linear Diffusions
  8. Lévy processes and infinitely divisible distributions
  9. Stochastic Volatility for Lévy Processes
  10. Non-parametric calibration of jump–diffusion option pricing models

Their papers