Leunglung Chan

Finance · 2005–2007

A researcher in the Science corpus: 3 papers; trusts 8 researchers and is trusted by 13 researchers here, as inferred from the citation graph.

Subfields

Whom Leunglung Chan trusts overall

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

  1. Jack Buffington
  2. Robert J. R. Elliott
  3. Yoshio Miyahara
  4. Robert F. Engle
  5. Mary R. Hardy
  6. Paul Embrechts

Who trusts Leunglung Chan overall

  1. Robert J. R. Elliott
  2. Christiane Lemieux
  3. Ali Foroush Bastani
  4. Guang-Hua Lian
  5. Tak Kuen Siu
  6. Chao Zhu
  7. Song‐Ping Zhu
  8. Joanna M. Goard
  9. Dong-Mei Zhu
  10. Z. Ahmadi

Papers from Leunglung Chan's perspective

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

  1. The Pricing of Options and Corporate Liabilities
  2. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. Derivatives on Volatility: Some Simple Solutions Based on Observables Working Paper
  5. On the pricing and hedging of volatility derivatives
  6. Option Pricing, Interest Rates and Risk Management: Towards a Theory of Volatility Trading
  7. Poisson Process Partition Calculus with applications to Exchangeable models and Bayesian Nonparametrics
  8. Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages
  9. Exponential Hedging and Entropic Penalties
  10. GARCH and volatility swaps

Their papers