Xin‐Jiang He

Finance · 2020

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

Subfields

• Finance — 9 citations into it

Whom Xin‐Jiang He trusts overall

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

1. R. C. Merton
2. Gurdip Bakshi

Papers from Xin‐Jiang He's perspective

Ordered by how strongly the researchers Xin‐Jiang He trusts endorse each paper. Same corpus, a different order for every researcher.

1. Estimation of Continuous-Time Models with an Application to Equity Volatility Dynamics
2. Theory of Rational Option Pricing (World Scientific Reference on Contingent Claims Analysis in Corporate Finance)
3. The Pricing of Options and Corporate Liabilities
4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
5. A Theory for the Term Structure of Interest Rates
6. Post-'87 crash fears in the S&P 500 futures option market
7. Likelihood-based specification analysis of continuous-time models of the short-term interest rate
8. Option Valuation under Stochastic Volatility
9. Empirical Pricing Kernels
10. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets

Their papers

• A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean (2020) — 58 citations