Dong-Mei Zhu

2016

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

Whom Dong-Mei Zhu trusts overall

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

  1. Robert J. R. Elliott
  2. Tak Kuen Siu
  3. Leunglung Chan

Papers from Dong-Mei Zhu's perspective

Ordered by how strongly the researchers Dong-Mei Zhu trusts endorse each paper. Same corpus, a different order for every researcher.

  1. A monthly crude oil spot price forecasting model using relative inventories
  2. On mean-variance portfolio selection under a hidden Markovian regime-switching model
  3. Option pricing and Esscher transform under regime switching
  4. The Pricing of Options and Corporate Liabilities
  5. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  7. Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages
  8. Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching
  9. Option Pricing, Interest Rates and Risk Management: Towards a Theory of Volatility Trading
  10. A Regime-Switching Model of Long-Term Stock Returns

Their papers