Mengdi Gu

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 7 citations into it; #8,623 of 10,518 by trust here, #6,960 by citations
• Demography — 6 citations into it; #3,068 of 4,236 by trust here, #2,373 by citations
• Economics and Econometrics — 6 citations into it; #18,721 of 23,481 by trust here, #16,755 by citations

Whom Mengdi Gu trusts overall

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

1. Christopher S. Jones
2. Jian-wei Gao
3. Dmitry Davydov
4. David Promislow
5. Martin Widdicks
6. Vadim Linetsky
7. Virginia R. Young
8. Peter W. Duck

Who trusts Mengdi Gu overall

1. Yan Zeng
2. Zhongfei Li
3. Zhibin Liang

Papers from Mengdi Gu's perspective

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

1. Pricing and Hedging Path-Dependent Options Under the CEV Process (Management Sciences)
2. The dynamics of stochastic volatility: evidence from underlying and options markets
3. The constant elasticity of variance (CEV) model and the Legendre transform–dual solution for annuity contracts
4. THE BLACK‐SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS
5. Optimal reinsurance under VaR and CTE risk measures
6. Optimal Dynamic XL Reinsurance (ASTIN Bulletin: The Journal of the International Actuarial Association)
7. Optimal portfolios for DC pension plans under a CEV model
8. Optimal proportional reinsurance and investment based on Hamilton–Jacobi–Bellman equation
9. Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift
10. Constant Elasticity of Variance Option Pricing Model With Time-Dependent Parameters

Their papers

• Constant elasticity of variance model for proportional reinsurance and investment strategies (2010) — 121 citations