Yongjin Wang

Finance · with Bo · 2010–2014

A researcher in the Science corpus: 4 papers; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Yongjin Wang trusts overall

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

  1. Joseph Abate
  2. Tomasz R. Bielecki

Papers from Yongjin Wang's perspective

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

  1. The Pricing of Options and Corporate Liabilities
  2. Credit Risk: Modeling, Valuation And Hedging
  3. Comparison of sequence accelerators forthe Gaver method of numerical Laplace transform inversion
  4. Option Pricing Under a Double Exponential Jump Diffusion Model (Management Sciences)
  5. An empirical investigation of continuous-time equity return models
  6. Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process
  7. Pricing vulnerable European options when the option's payoff can increase the risk of financial distress
  8. A Comparative Study of Structural Models of Corporate Bond Yields: An Exploratory Investigation
  9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  10. Markov Processes: Characterization and Convergence

Their papers