Yiwen Shen

Finance · 2017

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Yiwen Shen trusts overall

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

  1. Yueh-Neng Lin
  2. Steven Heston
  3. Yingzi Zhu
  4. Song‐Ping Zhu

Papers from Yiwen Shen's perspective

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

  1. VARIANCE TERM STRUCTURE AND VIX FUTURES PRICING
  2. A Closed-Form GARCH Option Valuation Model
  3. An Analytical Formula for VIX Futures and its Applications
  4. VIX Option Pricing in a Jump-Diffusion Model
  5. Pricing VIX futures: Evidence from integrated physical and risk‐neutral probability measures
  6. Jump Starting GARCH: Pricing and Hedging Options With Jumps in Returns and Volatilities
  7. Option Valuation with Long-run and Short-run Volatility Components
  8. The Pricing of Options and Corporate Liabilities
  9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  10. The dynamics of stochastic volatility: evidence from underlying and options markets

Their papers